Search dblp for Publications

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

 download as .bib file

@article{DBLP:journals/ma/PatileaR13,
  author       = {Valentin Patilea and
                  H. Ra{\"{\i}}ssi},
  title        = {Corrected portmanteau tests for {VAR} models with time-varying variance},
  journal      = {J. Multivar. Anal.},
  volume       = {116},
  pages        = {190--207},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.jmva.2012.12.004},
  doi          = {10.1016/J.JMVA.2012.12.004},
  timestamp    = {Wed, 17 Feb 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/ma/PatileaR13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics