Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li–McLeod revisited

Author:

Hallin MarcORCID,Liu HangORCID

Funder

Grantová Agentura České Republiky

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference49 articles.

1. A new look at portmanteau tests;Akashi;Sankhya, the Indian Journal of Statistics,2018

2. Diagnostic Methods in Time Series;Akashi,2021

3. On quadratic expansions of log-likelihoods and a general asymptotic linearity result;van den Akker,2015

4. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution;Azzalini;Journal of the Royal Statistical Society Series B,2003

5. A note on the regularity of optimal-transport-based center-outward distribution and quantile functions;del Barrio;Journal of Multivariate Analysis,2020

Cited by 1 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. Three Applications of Measure Transportation in Statistical Inference;Optimal Transport Statistics for Economics and Related Topics;2023-10-31

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