• Title of article

    On matricial measures of dependence in vector ARCH models with applications to diagnostic checking

  • Author/Authors

    Pierre Duchesne، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2004
  • Pages
    12
  • From page
    149
  • To page
    160
  • Keywords
    Multivariate time series , Diagnostic checking , ARCH models , Autocovariance matrices
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2004
  • Journal title
    Statistics and Probability Letters
  • Record number

    140312

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=140312