Author of the publication

Estimating the error distribution in multivariate heteroscedastic time-series models

, , and . Journal of Statistical Planning and Inference, 138 (5): 1442--1458 (May 1, 2008)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Estimating the error distribution in multivariate heteroscedastic time-series models, , and . Journal of Statistical Planning and Inference, 138 (5): 1442--1458 (May 1, 2008)Regression analysis under incomplete linkage., and . Comput. Stat. Data Anal., 56 (9): 2756-2770 (2012)Comparison of semiparametric and parametric methods for estimating copulas., , and . Comput. Stat. Data Anal., 51 (6): 2836-2850 (2007)