Pages that link to "Item:Q3462352"
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The following pages link to Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352):
Displaying 4 items.
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- ORDER IDENTIFICATION IN MISSPECIFIED AUTOREGRESSIVE TIME SERIES MODELS (Q4299035) (← links)
- (Q4489470) (← links)
- Asymptotic inference of the ARMA model with time-functional variance noises (Q6608192) (← links)