Detecting and diagnostic checking multivariate conditional heteroscedastic time series models (Q1610926)
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: Detecting and diagnostic checking multivariate conditional heteroscedastic time series models |
scientific article; zbMATH DE number 1784559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting and diagnostic checking multivariate conditional heteroscedastic time series models |
scientific article; zbMATH DE number 1784559 |
Statements
Detecting and diagnostic checking multivariate conditional heteroscedastic time series models (English)
0 references
20 August 2002
0 references
ARCH models
0 references
squared residuals
0 references
cross-correlation tests
0 references
score test
0 references
