Asymmetric vector moving average models: estimation and testing (Q2032234)

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Asymmetric vector moving average models: estimation and testing
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    Asymmetric vector moving average models: estimation and testing (English)
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    16 June 2021
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    asymmetries
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    cross-bicovariance estimates
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    multivariate
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    test performance
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    Wald-type test statistic
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