Recursive residuals and model diagnostics for normal and nonnormal state space models

Sylvia Frühwirth-Schnatter

Institute for Statistics and Mathematics

Publication: Scientific journal › Journal article › peer-review

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1994

Recursive Residuals and Model Diagnostics for Normal and Non-Normal State Space Models
Frühwirth-Schnatter, S., 1994, February 1994 ed., Vienna: Department of Statistics and Mathematics, WU Vienna University of Economics and Business, (Forschungsberichte / Institut für Statistik; No. 40).
Publication: Working/Discussion Paper › WU Working Paper and Case

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