GLENDALE, ARIZ. – The Arizona Coyotes' youth movement, a big reason for their 3-0 start this season, was front, center and impressive Thursday night. But so was the Wild's veteran corps.

The Wild's leaders led the way early, and after building a pair of three-goal leads, the Wild had to hang on as players took an unconscionable amount of trips to the penalty box during a 4-3 victory and a Sun Valley escape.

"Most of two periods looked a lot like the way that we should be playing the game," coach Mike Yeo said. "It's nice that we're 3-0, but we're still short of playing a full 60-minute game so far."

Zach Parise scored his league-leading fifth goal, Thomas Vanek scored the 300th goal of his career, Mikko Koivu scored his first shorthanded goal in almost four years and Mikael Granlund scored a beauty that amazingly became the winning goal after the Wild let the Coyotes climb back into the game with sloppy play.

The Wild, playing for the first time in five days, remains one of four unbeaten teams in the NHL heading into Friday night's game in Los Angeles. The Wild is 3-0 for the first time since 2008-09 and has won eight of its past 10 visits to Arizona.

Former Coyotes goalie Devan Dubnyk, looking shaky late in the game with his reads and having pucks bounce off him often, made 25 saves for his 100th career victory.

"It's nice to get it back here, but hopefully there's a lot more to come," Dubnyk said.

Coyotes youngsters Anthony Duclair and Max Domi each scored, but it didn't make up for a tough outing by Mike Smith, who entered the game having allowed two goals on 106 shots. Smith was chased in the second period after Koivu gave the Wild a 3-0 lead on his 10th career shorthanded goal.

The Wild had held the Coyotes to no shots in a nearly 18-minute span between the first and second periods and no shots in the first 9:15 of the second. But a couple of poor plays resulted in Arizona making it 4-2 by the end of the second.

That led to as ugly a third period as you can imagine. The Wild iced a puck on a power play, took a too-many-men penalty on a power play and took trip after trip to the penalty box.

Arizona's Michael Stone scored with 4 minutes, 48 seconds left to make for a tense finish, but the Wild should consider itself lucky that its penalty kill, which had been scored on three times in the first two games, went 7-for-7.

"We needed that game from our penalty kill. That was huge," Yeo said.

The game started well for the Wild. Parise scored for a third consecutive game to start the season and extended his point streak against the Coyotes to 12 games. His goal, his third on the power play this year, came eight seconds into a man-advantage.

One shift and 58 seconds later, the Wild grabbed a quick 2-0 lead when Vanek sped down the right wing and wheeled around a sliding Stone. With Charlie Coyle charging the net, Vanek roofed a shot over Smith's left shoulder from a tight angle for goal No. 300.

Teammate Nate Prosser fished out the milestone puck. It was a nice moment for Vanek, who thought he had scored his 300th goal Saturday against St. Louis, until an official scoring change switched the goal to Coyle.

The Wild made it 3-0 just 7:07 into the second when Marco Scandella chipped a puck off the glass. Jason Zucker turned on the speed, forced Oliver Ekman-Larsson into a delayed penalty and set up Koivu for his first goal of the season.

A Nino Niederreiter-Jonas Brodin mishap led to a Domi-to-Duclair goal off a 2-on-1, but only 22 seconds later, Granlund scored off a scintillating tic-tac-toe with Jason Pominville and Parise.

"For sure, we've got to be better than the way we finished the game," Koivu said. "But a road win is always good, especially the first one of a road trip."