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- Title:
Detecting departures from meta-ellipticity for multivariate stationary time series
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Bücher, Axel; Jaser, Miriam; Min, Aleksey
- Journal title:
- Dependence Modeling
- Year:
- 2021
- Journal volume:
- 9
- Journal issue:
- 1
- Pages contribution:
- 121-140
- Fulltext / DOI:
- doi:10.1515/demo-2021-0105
- Publisher:
- Walter de Gruyter GmbH
- E-ISSN:
- 2300-2298
- Date of publication:
- 01.01.2021
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