Pages that link to "Item:Q2807688"
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The following pages link to Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688):
Displaying 6 items.
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes (Q742469) (← links)
- Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods (Q1305811) (← links)
- Detecting serial dependence in tail events: a test dual to the BDS test (Q1927313) (← links)
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444) (← links)