@article{Kim2017, author = "Kim, Gunky and Silvapulle, Mervyn J. and Silvapulle, Param", title = "{Estimating the error distribution in multivariate heteroscedastic time series models}", year = "2017", month = "6", url = "https://bridges.monash.edu/articles/journal_contribution/Estimating_the_error_distribution_in_multivariate_heteroscedastic_time_series_models/5085142", doi = "10.4225/03/59378c1260e90" }