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Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors.

Muyi LiYanfen Zhang
Published in: Comput. Stat. Data Anal. (2022)
Keyphrases
  • autoregressive model
  • statistical tests
  • feature vectors
  • autoregressive
  • wavelet analysis
  • hypothesis tests
  • image analysis
  • information extraction
  • denoising