On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On matricial measures of dependence in vector ARCH models with applications to diagnostic checking |
scientific article |
Statements
On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (English)
0 references
7 April 2005
0 references
ARCH models
0 references
Multivariate time series
0 references
Autocovariance matrices
0 references
Diagnostic checking
0 references
