scientific article; zbMATH DE number 2199134

MaRDI QIDQ5312862zbMATH OpenFDO

Authors Wanli Min, Ruey S. Tsay

Publication date 25 August 2005

zbMATH Keywords

ARMA modelsCanonical correlationcentral limit theoremHankel matrixKronecker indexVARMA GARCH models

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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