On the use of the concentration function to compare predictive distributions in ARMA models.

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Bibliographic Details
Title: On the use of the concentration function to compare predictive distributions in ARMA models.
Authors: CRUZ-TORRES, CRISTIAN1 cristian.cruz@unah.edu.hn, RUGGERI, FABRIZIO2
Source: Chilean Journal of Statistics (ChJS). Dec2025, Vol. 16 Issue 2, p217-232. 16p.
Database: Academic Search Ultimate
Description
ISSN:07187912
DOI:10.32372/ChJS.16-02-04