Vector autoregression and envelope model
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Publication:6541477
DOI10.1002/sta4.203zbMath1537.6204MaRDI QIDQ6541477
Publication date: 19 May 2024
Published in: Stat (Search for Journal in Brave)
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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