Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146)
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scientific article; zbMATH DE number 7422848
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| English | Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors |
scientific article; zbMATH DE number 7422848 |
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Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (English)
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9 November 2021
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weak VAR model
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multivariate white noise checking
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goodness-of-fit test
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random weighting bootstrap
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0.8182406425476074
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0.814472496509552
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0.8058684468269348
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0.8004838228225708
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0.7998046875
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