Showing results 1 to 5 of 5
| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Modelling subset multivariate ARCH model via the AIC principle Journal:Science in China, Series A: Mathematics | 2002 | 175 | ||
On a mixture vector autoregressive model Journal:Canadian Journal of Statistics | 2007 | 177 | ||
On time series with randomized unit root and randomized seasonal unit root Journal:Computational Statistics and Data Analysis | 2003 | 169 | ||
A simple multivariate ARCH model specified by random coefficients Journal:Computational Statistics and Data Analysis | 2006 | 128 | ||
Some results on cointegration with random coefficients in the error correction form: Estimation and testing Journal:Journal of Time Series Analysis | 2004 |