Title of article
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
Author/Authors
Pierre Duchesne، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
22
From page
2142
To page
2163
Keywords
Kernel spectrum estimator , Wavelet spectrum estimator , Multivariate time series , Autoregressive conditional heteroskedasticity
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
145224
Link To Document