Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors

By Christian Francq, Hamdi Raïssi. 2007

57 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/52df7cedfde870b458ec3a33aabc2edd7194380c