Showing 1 - 20 results of 110 for search '"portmanteau"', query time: 0.22s Refine Results
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    Paramorfología y lexicogénesis: ¿un portmanteau imposible? by Raymundo Casas Navarro, Jasmin Ochoa Madrid

    Published 2020-11-01
    “…A partir de la teoría y de la metodología de la fusión conceptual inscrita en el dominio de la moderna semántica cognitiva, exploraremos la naturaleza de la proyección conceptual subyacente en el portmanteau, y trataremos de arribar a una conclusión sobre la pertinencia del sentido emergente del disputado término. …”
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    Comparison of Some Portmanteau Tests by Using Simulation

    Published 2012-12-01
    “…To reach this target simulation technique was used to comparieson Portmanteau tests in addition to the suggested test .The study showed that the use of the PACF in portmanteau tests contributed to increase it's empirical power and at the same time decrease it's variance.…”
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    A low-dimension portmanteau test for non-linearity. by Castle, J, Hendry, D

    Published 2010
    “…The test extends the non-linearity tests based on KolmogorovGabor polynomials (Thursby and Schmidt, 1977; Tsay, 1986; Tersvirta et al., 1993), but circumvents problems of high dimensionality, is equivariant to collinearity, and includes exponential functions, so is a portmanteau test with power against a wide range of possible alternatives. …”
    Journal article
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    A low-dimension portmanteau test for non-linearity by Castle, J, Hendry, D

    Published 2010
    “…The test extends the non-linearity tests based on KolmogorovGabor polynomials (Thursby and Schmidt, 1977; Tsay, 1986; Tersvirta et al., 1993), but circumvents problems of high dimensionality, is equivariant to collinearity, and includes exponential functions, so is a portmanteau test with power against a wide range of possible alternatives. …”
    Journal article
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    A low-dimension portmanteau test for non-linearity by Castle, J, Hendry, D

    Published 2010
    “…The test extends the non-linearity tests based on Kolmogorov-Gavor polynomials (Thursby and Schmidt, 1977, Tsay, 1986, and Terasvirta, Lin and Granger, 1993), but circumvents problems of high dimensionality, is equivariant to collinearity, and includes exponential functions, so is a portmanteau test with power against a wide range of possible alternatives. …”
    Working paper
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    Portmanteau Goodness-of-Fit Test for Asymmetric Power GARCH Models by Michel Carbon, Christian Francq

    Published 2016-02-01
    “…The asymptotic distribution of a vector of autocorrelations of squared residuals is derived for a wide class of asymmetric GARCH models. Portmanteau adequacy tests are deduced. These results are obtained under moment assumptions on the iid process, but fat tails are allowed for the observed process, which is particularly relevant for series of financial returns. …”
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    Article
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