"Bootstrapping multivariate portmanteau tests for vector autoregressive ..."

Muyi Li, Yanfen Zhang (2022)

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DOI: 10.1016/J.CSDA.2021.107321

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type: Journal Article

metadata version: 2022-03-16

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Muyi Li, Yanfen Zhang:
Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors. Comput. Stat. Data Anal. 165: 107321 (2022)

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