Title of article :
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
Author/Authors :
Pierre Duchesne، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Kernel spectrum estimator , Wavelet spectrum estimator , Multivariate time series , Autoregressive conditional heteroskedasticity
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
