Pages that link to "Item:Q1770073"
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The following pages link to On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073):
Displaying 5 items.
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
