On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On matricial measures of dependence in vector ARCH models with applications to diagnostic checking |
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On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (English)
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7 April 2005
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ARCH models
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Multivariate time series
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Autocovariance matrices
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Diagnostic checking
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