Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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