Inference in Heavy-Tailed Nonstationary Multivariate Time Series
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Publication:6154015
DOI10.1080/01621459.2022.2128807arXiv2107.13894OpenAlexW3183875489MaRDI QIDQ6154015
Lorenzo Trapani, Giuseppe Cavaliere, Matteo Barigozzi
Publication date: 19 March 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.13894
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