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Matches in SemOpenAlex for { <https://semopenalex.org/work/W1507341330> ?p ?o ?g. }

• W1507341330 abstract "This paper develops a general nonparametric test for the null hypothesis that the vector of time series under scrut/iny is temporally and cross sectionally independent. The null class of the models can be extended to include weak dependence. This test can be used to test the adequacy of a fitted model. As an application of the test we show how we test diagnostically a vector autoregressive model fitted to the given data. This procedure is legitmate because the first order asymptotic distribution of the test statistic is robust to the estimated residual vector." @default.
• W1507341330 created "2016-06-24" @default.
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• W1507341330 date "1989-01-01" @default.
• W1507341330 modified "2023-09-27" @default.
• W1507341330 title "A Nonparametric Test For Independence Of A Multivariate Time Series" @default.
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