Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971)

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scientific article; zbMATH DE number 5287920
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Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
scientific article; zbMATH DE number 5287920

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    Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (English)
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    11 June 2008
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    conditional least squares estimators
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