RT Report
T1 Diagnostic checking using subspace methods
A1 García Hiernaux, Alfredo Alejandro
AB The problem of diagnostic checking is tackled from the perspective of the subspace methods. Two statistics are presented and its asymptotic distributions are derived under the null. The procedures generalize the Box-Pierce statistic for single series and the Hoskings' statistic in the multivariate case. The performance of the proposals is illustrated via Monte Carlo simulations and an example with real data.
PB Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
YR 2009
FD 2009
LK https://hdl.handle.net/20.500.14352/49249
UL https://hdl.handle.net/20.500.14352/49249
LA spa
NO Ministerio de Educación y Ciencia
DS Docta Complutense
RD 28 abr 2025