Evaluating Vector Multiplicative Error Models with the Hosking–Ljung–Box Portmanteau Test and Kernel-Based Test Statistics

Sango, Joel; Duchesne, Pierre

doi:10.1007/s42519-018-0036-1

J Stat Theory Pract

2019

DOI: 10.1007/s42519-018-0036-1

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Evaluating Vector Multiplicative Error Models with the Hosking–Ljung–Box Portmanteau Test and Kernel-Based Test Statistics

Joel Sango

Pierre Duchesne

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Evaluating Vector Multiplicative Error Models with the Hosking–Ljung–Box Portmanteau Test and Kernel-Based Test Statistics

Cited by 1 publication

References 34 publications

Evaluating multiplicative error models: A residual-based approach

Evaluating multiplicative error models: A residual-based approach

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