Pages that link to "Item:Q1770073"

The following pages link to On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073):

Displayed 4 items.

• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) ‎ (← links)
• Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) ‎ (← links)
• A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) ‎ (← links)
• On testing for causality in variance between two multivariate time series (Q5218935) ‎ (← links)