Generalized spectral testing for multivariate continuous-time models
Year of publication: |
2011
|
---|---|
Authors: | Chen, Bin ; Hong, Yongmiao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 2, p. 268-293
|
Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis |
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