Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity
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Publication:6573706
DOI10.1111/J.1467-9574.2009.00424.XMaRDI QIDQ6573706FDOQ6573706
Authors: Christian M. Hafner, Helmut Herwartz 
Publication date: 17 July 2024
Published in: Statistica Neerlandica (Search for Journal in Brave)
Nonparametric inference (62Gxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)
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