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Multivariate ecogarch processes
Haug, Stephan; Stelzer, Robert - In: Econometric theory 27 (2011) 2, pp. 344-371
Persistent link: https://www.econbiz.de/10009310772
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Multivariate AR systems and mixed frequency data : G-identifiability and estimation
Anderson, Brian D. O.; Deistler, Manfred; Felsenstein, … - In: Econometric theory 32 (2016) 4, pp. 793-826
Persistent link: https://www.econbiz.de/10011644205
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Goodness-of-fit tests for multivariate copula-based time series models
Berghaus, Betina; Bücher, Axel - In: Econometric theory 33 (2017) 2, pp. 292-330
Persistent link: https://www.econbiz.de/10011665334
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Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao; Zaffaroni, Paolo - In: Econometric theory 34 (2018) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011950919