Corrigendum to: ``On matricial measures of dependence in vector ARCH models with applications to diagnostic checking

DOI10.1016/J.SPL.2010.02.007zbMATH Open1464.62381OpenAlexW2041467675MaRDI QIDQ968482FDOQ968482

P. Duchesne

Publication date: 5 May 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.02.007

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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