Detecting departures from meta-ellipticity for multivariate stationary time series

Bücher, A.; Jaser, M.; Min, A.

doi:10.1515/demo-2021-0105

Document type:: Zeitschriftenaufsatz
Author(s):: Bücher, A.; Jaser, M.; Min, A.
Non-TUM Co-author(s):: ja
Cooperation:: national
Title:: Detecting departures from meta-ellipticity for multivariate stationary time series
Intellectual Contribution:: Discipline-based Research
Journal title:: Dependence Modeling
Journal listet in FT50 ranking:: nein
Year:: 2021
Fulltext / DOI:: doi:10.1515/demo-2021-0105
Judgement review:: 0
Key publication:: Nein
Peer reviewed:: Ja
Commissioned:: not commissioned
Technology:: Nein
Interdisciplinarity:: Nein
Mission statement:: ;
Ethics and Sustainability:: Nein
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