Testing for serial independence in vector autoregressive models (Q1757250)
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scientific article; zbMATH DE number 6997288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for serial independence in vector autoregressive models |
scientific article; zbMATH DE number 6997288 |
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Testing for serial independence in vector autoregressive models (English)
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3 January 2019
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empirical characteristic function
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serial dependence tests
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VAR models
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