4. Statistics
  5. Methodology

Hamdi Raïssi

Statistics – Methodology

Scientist

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Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean

Statistics – Methodology
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Corrected portmanteau tests for VAR models with time-varying variance

Statistics – Methodology
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Lag length identification for VAR models with non-constant variance

Statistics – Methodology
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Profile ID: LFWR-SCP-P-100659

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