Testing for serial independence in vector autoregressive models

Author:

Meintanis Simos G.,Ngatchou-Wandji Joseph,Allison James

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A score test for detecting extreme values in a vector autoregressive model;Journal of Statistical Computation and Simulation;2023-05-07

2. On the vector-valued generalized autoregressive models;Journal of Statistical Computation and Simulation;2023-03-19

3. New classes of tests for the Weibull distribution using Stein’s method in the presence of random right censoring;Computational Statistics;2022-01-09

4. Computationally efficient approximations for independence tests in non-parametric regression;Journal of Statistical Computation and Simulation;2020-11-12

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