Estimating the error distribution in multivariate heteroscedastic time-series models

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)
Original languageEnglish
Pages (from-to)1442 - 1458
Number of pages17
JournalJournal of Statistical Planning and Inference
Volume138
Issue number5
DOIs
Publication statusPublished - 2008

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