Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors
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Publication:5397961
DOI10.1111/j.1467-9892.2012.00799.xzbMath1281.62198OpenAlexW1922548985MaRDI QIDQ5397961
Publication date: 25 February 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00799.x
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
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