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Limit theorems for residuals from VARMAX models with potentially serially correlated errors
Gronneberg, Steffen; Holcblat, Benjamin
2016Computational and Financial Econometrics-CMStatistics
 

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Disciplines :
Quantitative methods in economics & management
Author, co-author :
Gronneberg, Steffen;  BI Norwegian Business School > Economics
Holcblat, Benjamin  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
External co-authors :
yes
Language :
English
Title :
Limit theorems for residuals from VARMAX models with potentially serially correlated errors
Publication date :
2016
Event name :
Computational and Financial Econometrics-CMStatistics
Event date :
from 9-12-2016 to 11-12-2016
Audience :
International
Available on ORBilu :
since 22 February 2017

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