Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models

Verfasser / Beitragende:
[H. Wong, W. Li]
Ort, Verlag, Jahr:
2002
Enthalten in:
Annals of the Institute of Statistical Mathematics, 54/1(2002-03-01), 45-59
Format:
Artikel (online)
ID: 47105254X