We establish the asymptotic behaviour of the sum of squared residuals autocovariances and autocorrelations for the class of multi-variate power transformed asymmetric models. We then derive a portmanteau test. We establish the asymptotic distribution of the proposed statistics. These asymptotic results are illustrated by Monte Carlo experiments. An application to a bivariate real financial data is also proposed.

中文翻译：

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一类多元非对称幂 GARCH 模型的 Portmanteau 检验

我们为多变量幂变换不对称模型建立了残差平方和自协方差和自相关之和的渐近行为。然后我们推导出一个 portmanteau 测试。我们建立了拟议统计数据的渐近分布。蒙特卡洛实验说明了这些渐近结果。还提出了对双变量真实财务数据的应用。