Pages that link to "Item:Q2475776"
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The following pages link to Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776):
Displaying 5 items.
- SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (Q1391607) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
- Adaptive Estimation in Multiple Time Series With Independent Component Errors (Q2968462) (← links)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)