Following the approach proposed by Gregoir and Laroque (1993, "Econometric Theory" 9, 329-342), we consider a class of multivariate processes that, when differenced enough, yields covariance ...
Proceeding from the idea of Chernoff (1971, 1973) of representing multivariate data by faces, a new face is proposed in which the face parameters of the left and the right side can be varied ...
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