PARAMETRIC ESTIMATE OF MULTIVARIATE AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROCOVARIANCE MATRIX ERRORS

LING SHI-QING, DENG WEI-CAI

Acta Mathematicae Applicatae Sinica ›› 1993, Vol. 16 ›› Issue (4) : 517-533.

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Acta Mathematicae Applicatae Sinica ›› 1993, Vol. 16 ›› Issue (4) : 517-533. DOI: 10.12387/C1993062

PARAMETRIC ESTIMATE OF MULTIVARIATE AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROCOVARIANCE MATRIX ERRORS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 1993, 16(4): 517-533 https://doi.org/10.12387/C1993062

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