Pages that link to "Item:Q5066772"
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The following pages link to Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772):
Displaying 4 items.
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- Realized BEKK-CAW models (Q2693372) (← links)
- Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)