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




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