Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics |
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Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (English)
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27 August 2019
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multivariate time series
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nonnegative processes
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nonlinear time series
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Portmanteau test statistic
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spectral density
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