Pages that link to "Item:Q736672"
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The following pages link to A low-dimension portmanteau test for non-linearity (Q736672):
Displaying 7 items.
- Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods (Q1305811) (← links)
- On testing for nonlinearity in multivariate time series (Q2343308) (← links)
- Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector (Q2691674) (← links)
- Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688) (← links)
- An example of instability: Discussion of the paper by Søren Johansen and Bent Nielsen (Q2815579) (← links)
- Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form (Q4921616) (← links)
- Quadratic prediction of time series via auto-cumulants (Q6123497) (← links)