Analysis of variance for high-dimensional time series (Q1656856)
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scientific article; zbMATH DE number 6916521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of variance for high-dimensional time series |
scientific article; zbMATH DE number 6916521 |
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Analysis of variance for high-dimensional time series (English)
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10 August 2018
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analysis of variance
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high-dimensional dependent disturbance
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DCC-GARCH model
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non-Gaussian vector stationary process
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