Diagnostic checking of nonlinear multivariate time series with multivariate arch errors
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Publication:4367887
DOI10.1111/1467-9892.00061zbMath0882.62081OpenAlexW2072187584MaRDI QIDQ4367887
Publication date: 2 December 1997
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00061
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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