Pages that link to "Item:Q2692931"
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The following pages link to On portmanteau-type tests for nonlinear multivariate time series (Q2692931):
Displaying 11 items.
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- Optimal Tests of Noncorrelation Between Multivariate Time Series (Q3632561) (← links)
- A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series (Q3753349) (← links)
- A Robust Test for Threshold‐Type Nonlinearity in Multivariate Time Series Analysis (Q4687555) (← links)
- Miscellanea. A note on tests for nonlinearity in a vector time series (Q4935372) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- Mixed Portmanteau Tests for Time‐Series Models (Q5467618) (← links)