Härdle, Wolfgang; Okhrin, Ostap - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009
Normal distribution of the residuals is the traditional assumption in the classicalmultivariate time series models … results than those based on the normal distribution. …
Wolfgang Karl H ardley, Ostap Okhrinz
May 27, 2009
Abstract: Normal distribution of the residuals is the traditional assumption …