Analysis of variance for multivariate time series (Q1640652)
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scientific article; zbMATH DE number 6889338
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Analysis of variance for multivariate time series |
scientific article; zbMATH DE number 6889338 |
Statements
Analysis of variance for multivariate time series (English)
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14 June 2018
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analysis of variance
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DCC-GARCH model
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generalized linear process
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non-Gaussian vector stationary process
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spectral density matrix
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Whittle likelihood
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0.9440413
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0.9358685
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0.9333816
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0.9333816
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0.9141463
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0.90761256
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0.9053708
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