Analysis of variance for multivariate time series
type: Item
instance of: scholarly article
title: Analysis of variance for multivariate time series
zbMATH Open document ID: 1416.62516
author: Hideaki Nagahata
author: Masanobu Taniguchi
published in: Metron
publication date: 2018-06-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J10
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 6889338
zbMATH Keywords: analysis of variance
zbMATH Keywords: DCC-GARCH model
zbMATH Keywords: generalized linear process
zbMATH Keywords: non-Gaussian vector stationary process
zbMATH Keywords: spectral density matrix
zbMATH Keywords: Whittle likelihood
MaRDI profile type: Publication
full work available at URL: s40300-017-0122-2
OpenAlex ID: W2754007656
cites work: Q3255781
cites work: Q3349812
cites work: ON A COMPREHENSIVE TEST FOR THE HOMOGENEITY OF VARIANCES AND COVARIANCES IN MULTIVARIATE PROBLEMS
cites work: A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
cites work: Q4042545
cites work: Multivariate Statistics
cites work: Q5612941
cites work: Asymptotic distribution of statistics based on quadratic entropy and bootstrapping
cites work: Q4231779
cites work: Quadratic entropy and analysis of diversity
cites work: On Detecting a Signal in N Stationarily Correlated Noise Series
cites work: Asymptotic theory of statistical inference for time series
DOI: 10.1007/S40300-017-0122-2
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description: scientific article; zbMATH DE number 6889338