Automated Estimation of Heavy-Tailed Vector Error Correction Models
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Publication:5041351
DOI10.5705/ss.202020.0177OpenAlexW4200320761WikidataQ114013838 ScholiaQ114013838MaRDI QIDQ5041351
Shiqing Ling, Zichuan Mi, Feifei Guo
Publication date: 13 October 2022
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202020.0177
Related Items
Inference for the VEC(1) model with a heavy-tailed linear process errors* ⋮ Inference in heavy-tailed vector error correction models
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