Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716)
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scientific article; zbMATH DE number 6045224
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| English | Estimation and inference of the vector autoregressive process under heteroscedasticity |
scientific article; zbMATH DE number 6045224 |
Statements
Estimation and inference of the vector autoregressive process under heteroscedasticity (English)
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11 June 2012
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heteroscedasticity
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inference procedure
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parameter estimation
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vector autoregressive process
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0.8111065030097961
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0.8075361251831055
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