A score test for detecting extreme values in a vector autoregressive model

MLA

Yonghui Liu, et al. “A Score Test for Detecting Extreme Values in a Vector Autoregressive Model.” Journal of Statistical Computation and Simulation, May 2023, pp. 1–29. EBSCOhost, https://doi.org/10.1080/00949655.2023.2205647.

APA

Yonghui Liu, Jing Wang, Dawei Shi, Víctor Leiva, & Shuangzhe Liu. (2023). A score test for detecting extreme values in a vector autoregressive model. Journal of Statistical Computation and Simulation, 1–29. https://doi.org/10.1080/00949655.2023.2205647

Chicago

Yonghui Liu, Jing Wang, Dawei Shi, Víctor Leiva, and Shuangzhe Liu. 2023. “A Score Test for Detecting Extreme Values in a Vector Autoregressive Model.” Journal of Statistical Computation and Simulation, May, 1–29. doi:10.1080/00949655.2023.2205647.