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
Keywords :
Multivariate time series , Diagnostic checking , ARCH models , Autocovariance matrices
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
