Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851)
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scientific article
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| English | Multivariate specification tests based on a dynamic Rosenblatt transform |
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Multivariate specification tests based on a dynamic Rosenblatt transform (English)
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20 August 2018
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diagnostic test
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joint distribution
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multivariate modeling
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Rosenblatt transform
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LSTAR model
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0.8268776535987854
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0.7910920977592468
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0.7792414426803589
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0.7775664925575256
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