Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for multivariate autoregressive conditional heteroskedasticity using wavelets |
scientific article; zbMATH DE number 5540550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for multivariate autoregressive conditional heteroskedasticity using wavelets |
scientific article; zbMATH DE number 5540550 |
Statements
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (English)
0 references
6 April 2009
0 references
wavelet spectrum estimator
0 references
kernel spectrum estimator
0 references
autoregressive conditional heteroskedasticity
0 references
multivariate time series
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
