On portmanteau-type tests for nonlinear multivariate time series (Q2692931)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On portmanteau-type tests for nonlinear multivariate time series |
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On portmanteau-type tests for nonlinear multivariate time series (English)
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17 March 2023
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mixed multivariate tests
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multiple-lag tests
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multivariate nonlinear time series
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residual autocovariances
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single-lag tests
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