Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052)
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scientific article; zbMATH DE number 7098673
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| English | Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics |
scientific article; zbMATH DE number 7098673 |
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Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (English)
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27 August 2019
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multivariate time series
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nonnegative processes
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nonlinear time series
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Portmanteau test statistic
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spectral density
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0.8964597582817078
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0.8336831331253052
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0.8249029517173767
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0.8083320260047913
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