An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Fitting autoregressive models for prediction / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new look at the statistical model identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: An implicit enumeration algorithm for mining high dimensional data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4399217 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information complexity criteria for detecting influential observations in dynamic multivariate linear models using the genetic algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of VAR models: computational aspects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient strategies for deriving the subset VAR models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A graph approach to generate all possible regression submodels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4195812 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient algorithms for computing the best subset regression models for large-scale problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parallel algorithms for linear models. Numerical methods and estimation problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: An alternative approach for the numerical solution of seemingly unrelated regression equations models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing 3SLS solutions of simultaneous equation models with a possible singular variance-covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Constrained Least Squares Approach to the General Gauss-Markov Linear Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5312885 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4217272 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3866965 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast Numerically Stable Computations for Generalized Linear Least Squares Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040694 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification of multivariate AR-models by threshold accepting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Lag Structure Selection in VEC-Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algorithms for computing the QR decomposition of a set of matrices with common columns / rank
 
Normal rank

Latest revision as of 10:08, 2 July 2024

scientific article
Language Label Description Also known as
English
An efficient branch-and-bound strategy for subset vector autoregressive model selection
scientific article

    Statements

    An efficient branch-and-bound strategy for subset vector autoregressive model selection (English)
    0 references
    0 references
    0 references
    0 references
    19 January 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    vector autoregressive model
    0 references
    model selection
    0 references
    branch-and-bound algorithms
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references