"Corrected portmanteau tests for VAR models with time-varying variance."

Valentin Patilea, H. Raïssi (2013)

> Home

Details and statistics

DOI: 10.1016/J.JMVA.2012.12.004

access: open

type: Journal Article

metadata version: 2021-02-17

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/ma/PatileaR13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ma/PatileaR13
Valentin Patilea, H. Raïssi:
Corrected portmanteau tests for VAR models with time-varying variance. J. Multivar. Anal. 116: 190-207 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.