Asymmetric vector moving average models: estimation and testing (Q2032234)
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scientific article; zbMATH DE number 7360121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric vector moving average models: estimation and testing |
scientific article; zbMATH DE number 7360121 |
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Asymmetric vector moving average models: estimation and testing (English)
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16 June 2021
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asymmetries
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cross-bicovariance estimates
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multivariate
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test performance
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Wald-type test statistic
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