"Diagnostic checking of periodic vector autoregressive time series models ..."

Yacouba Boubacar Maïnassara, Eugen Ursu (2025)

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DOI: 10.1016/J.JMVA.2024.105379

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type: Journal Article

metadata version: 2024-11-30

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Yacouba Boubacar Maïnassara, Eugen Ursu:
Diagnostic checking of periodic vector autoregressive time series models with dependent errors. J. Multivar. Anal. 205: 105379 (2025)

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