Login / Signup

On portmanteau-type tests for nonlinear multivariate time series.

Jan G. De Gooijer
Published in: J. Multivar. Anal. (2023)
Keyphrases
  • multivariate time series
  • granger causality
  • multivariate time series data
  • temporal data
  • phase space reconstruction
  • temporal patterns
  • spatial structure
  • machine learning
  • video sequences
  • non stationary