Corrigendum to: "On matricial measures of dependence in vector ARCH models with applications to diagnostic checking" [Statist. Probab. Lett. 68 (2004) 149-160] (DOI:10.1016/j.spl.2004.02.006);On matricial measures of dependence in vector ARCH models with applications to diagnostic checking

Statistics and Probability Letters

Volumn 68, Issue 2, 2004, Pages 149-160

  Duchesne, Pierre ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

ARCH models; Autocovariance matrices; Diagnostic checking; Multivariate time series

Indexed keywords

EID: 2542435911     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2010.02.007     Document Type: Erratum

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