Pages that link to "Item:Q2242146"
From MaRDI portal
The following pages link to Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146):
Displaying 3 items.
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)