On matricial measures of dependence in vector ARCH models with applications to diagnostic checking
type: Item
instance of: scholarly article
title: On matricial measures of dependence in vector ARCH models with applications to diagnostic checking
zbMATH Open document ID: 1058.62071
author: P. Duchesne
published in: Statistics \& Probability Letters
publication date: 2005-04-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 2154033
zbMATH Keywords: ARCH models
zbMATH Keywords: Multivariate time series
zbMATH Keywords: Autocovariance matrices
zbMATH Keywords: Diagnostic checking
MaRDI profile type: Publication
full work available at URL: j.spl.2004.02.006
OpenAlex ID: W2087188569
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DOI: 10.1016/J.SPL.2004.02.006
description: scientific article; zbMATH DE number 2154033