Diagnostic checking of nonlinear multivariate time series with multivariate arch errors (Q4367887)
From MaRDI portal
scientific article; zbMATH DE number 1093208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic checking of nonlinear multivariate time series with multivariate arch errors |
scientific article; zbMATH DE number 1093208 |
Statements
Diagnostic checking of nonlinear multivariate time series with multivariate arch errors (English)
0 references
2 December 1997
0 references
model checking
0 references
sum of squared residual autocorrelations
0 references
multivariate ARCH errors
0 references
portmanteau tests
0 references
