Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors |
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Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (English)
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9 November 2021
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weak VAR model
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multivariate white noise checking
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goodness-of-fit test
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random weighting bootstrap
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