THE RECURSIVE FITTING OF SUBSET VARX MODELS (Q4272778): Difference between revisions

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-Q556507
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@@ Property / author @@
+J. H. W. Penm
@@ Property / author: J. H. W. Penm / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.1993.tb00169.x
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+W2079076142
@@ Property / OpenAlex ID: W2079076142 / rank @@
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@@ Property / cites work @@
+Measurement of Linear Dependence and Feedback Between Multiple Time Series
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+Q3835430
@@ Property / cites work: Q3835430 / rank @@
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+Fast algorithm for identification of an ARX model and its order determination
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+Dynamic feature space modelling, filtering and self-tuning control of stochastic systems. A systems approach with economic and social applications
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+Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
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+Estimating the dimension of a model
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@@ Property / cites work @@
+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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