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- W2249640901 abstract "We derive Portmanteau tests for a large class of non-linear time series models. This is done by replacing the linear measure of dependence (correlation) with a more general concept. Asymptotic distributions for the test statistics are derived. The methodology is computationally inexpensive, yet more flexible than most similar tests. The tests are evaluated on two different sets of simulated data." @default.
- W2249640901 created "2016-06-24" @default.
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- W2249640901 date "2009-01-01" @default.
- W2249640901 modified "2023-09-23" @default.
- W2249640901 title "Non-Linear Portmanteau Tests" @default.
- W2249640901 hasPublicationYear "2009" @default.
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