Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971)
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scientific article; zbMATH DE number 5287920
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| English | Diagnostic checking of multivariate nonlinear time series models with martingale difference errors |
scientific article; zbMATH DE number 5287920 |
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Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (English)
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11 June 2008
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conditional least squares estimators
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0.8867385983467102
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0.8450459837913513
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0.826410710811615
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