Diagnostic checking of the vector multiplicative error model

Keyphrases

• Asymptotic Distribution 33%
• Asymptotic Results 33%
• Copyright 33%
• Diagnostic Checking 100%
• Encounter Time 33%
• Finite Sample 33%
• Goodness-of-fit Test 33%
• Hourly Rainfall 33%
• Model Adequacy 33%
• Model Fitting 33%
• Multivariate Portmanteau Test 33%
• Natural Sciences 33%
• Price Volatility 33%
• Residual Autocorrelation 33%
• Simulation Study 33%
• Social Sciences 33%
• Trading Duration 33%
• Vector multiplicative Error Model 100%
• Waiting Time 33%

Mathematics

• Asymptotic Distribution 33%
• Asymptotics 33%
• Autocorrelation 33%
• Goodness of Fit Test 33%
• Multiplicative 100%
• Residuals 33%
• Simulation Study 33%