Pages that link to "Item:Q1305811"
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The following pages link to Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods (Q1305811):
Displaying 4 items.
- Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes (Q742469) (← links)
- A generalized BDS statistic (Q1780880) (← links)
- Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models (Q1978761) (← links)
- Optimal Range for the iid Test Based on Integration Across the Correlation Integral (Q5697353) (← links)