Diagnostic checking of multivariate nonlinear time series models with martingale difference errors

Statistics and Probability Letters

Volumn 78, Issue 8, 2008, Pages 997-1005

  Chabot Hallé, Dominique ^a   Duchesne, Pierre ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 42649110685     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.10.003     Document Type: Article

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