Pages that link to "Item:Q2445703"
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The following pages link to Automated variable selection in vector multiplicative error models (Q2445703):
Displaying 3 items.
- Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation (Q6581766) (← links)