Diagnostic checking of periodic vector autoregressive time series models with dependent errors
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Publication:6656674
DOI10.1016/j.jmva.2024.105379MaRDI QIDQ6656674
Yacouba Boubacar Maïnassara, Eugen Ursu
Publication date: 3 January 2025
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariate analysis (62Hxx)
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