scientific article; zbMATH DE number 1222312

zbMath0912.62100MaRDI QIDQ4217824

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Publication date: 8 March 1999

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zbMATH Keywords

Lagrange multiplier testcross-correlation testsmultivariate ARCH models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diagnostics, and linear inference and regression (62J20)

Related Items (1)

On testing for multivariate ARCH effects in vector time series models

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