Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods (Q1305811)
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scientific article; zbMATH DE number 1343134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods |
scientific article; zbMATH DE number 1343134 |
Statements
Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods (English)
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22 September 1999
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BDS test
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close return test
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model diagnostic
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nonlinearity
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Monte Carlo study
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