On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing

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Publication:6122963

DOI10.4208/cmr.2023-0005MaRDI QIDQ6122963

Chor-Yiu Sin, Shiqing Ling, Zichuan Mi

Publication date: 4 March 2024

Published in: Communications in Mathematical Research (Search for Journal in Brave)






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