Citation:
Li L, Duchesne P, Liou CP. On diagnostic checking in ARMA models with conditionally heteroscedastic martingale difference using wavelet methods. Econometrics and Statistic. 2021;19 :169-187.
Linyuan Li
Professor of Statistics
Department of Mathematics and Statistics
Kingsbury Hall, N321C; (Tel) (603) 862-4592
