Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models
Work
Year: 2016
Type: book-chapter
Source: Fields Institute communications
Authors Man Tang Tai, Yuxia Yang, Shiqing Ling
Cites: 15
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Open Access status: closed