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1 Ergebnisse
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Bootstrapping multivariate portmanteau tests for vector aut..:
Li, Muyi
;
Zhang, Yanfen
Computational Statistics & Data Analysis. 165 (2022) - p. 107321 , 2022
Link:
https://doi.org/10.1016/j.csda.2021.107321
RT Journal T1 <Title>Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.csda.2021.107321&Exemplar=1&LAN=DE A1 Li, Muyi A1 Zhang, Yanfen PB Elsevier BV YR 2022 SN 0167-9473 JF Computational Statistics & Data Analysis VO 165 SP 107321 LK http://dx.doi.org/https://doi.org/10.1016/j.csda.2021.107321 DO https://doi.org/10.1016/j.csda.2021.107321 SF ELIB - SuUB Bremen
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