Analysis of variance for multivariate time series (Q1640652)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of variance for multivariate time series |
scientific article |
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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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