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Portmanteau tests for linearity of stationary time series - MaRDI portal

Portmanteau tests for linearity of stationary time series (Q5860904)

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scientific article; zbMATH DE number 7484447
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English
Portmanteau tests for linearity of stationary time series
scientific article; zbMATH DE number 7484447

    Statements

    title
    Portmanteau tests for linearity of stationary time series (English)
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    author
    Marián Vávra
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    Zacharias Psaradakis
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    publication date
    4 March 2022
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    Mathematics Subject Classification ID
    62M10
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    62M07
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    62P05
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    zbMATH DE Number
    7484447
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    zbMATH Keywords
    autocorrelation
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    cross-correlation
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    nonlinearity
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    portmanteau test
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    stock returns
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    OpenAlex ID
    W2256770477
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    cites work
    Q5631966
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    Q4322338
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    Q3702333
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    Q3817481
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    Q3368248
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    Q3999154
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    Q3583112
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