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Multivariate specification tests based on a dynamic Rosenblatt transform - MaRDI portal

Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851)

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Multivariate specification tests based on a dynamic Rosenblatt transform
scientific article

    Statements

    title
    Multivariate specification tests based on a dynamic Rosenblatt transform (English)
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    author
    Igor L. Kheifets
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    publication date
    20 August 2018
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    zbMATH Keywords
    diagnostic test
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    joint distribution
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    multivariate modeling
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    Rosenblatt transform
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    LSTAR model
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    Identifiers

    Mathematics Subject Classification ID
    62-08
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    62H15
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    62M10
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    62P20
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    zbMATH DE Number
    6920876
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    OpenAlex ID
    W2787636147
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    arXiv ID
    1801.10251
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