Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation and inference of the vector autoregressive process under heteroscedasticity |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and inference of the vector autoregressive process under heteroscedasticity |
scientific article |
Statements
Estimation and inference of the vector autoregressive process under heteroscedasticity (English)
0 references
11 June 2012
0 references
heteroscedasticity
0 references
inference procedure
0 references
parameter estimation
0 references
vector autoregressive process
0 references
