Order selection criteria for vector autoregressive models (Q551641): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.sigpro.2010.09.021 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1991061320 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of multivariate autoregressive estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the parameters of multichannel autoregressive signals from noisy observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation of multichannel autoregressive processes in noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating multivariate ARCH parameters by two-stage least-squares method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive model fitting for control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4769776 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: A large-sample model selection criterion based on Kullback's symmetric divergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vector Autoregressive Model-Order Selection From Finite Samples Using Kullback's Symmetric Divergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subset selection for vector autoregressive processes using Lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: An efficient branch-and-bound strategy for subset vector autoregressive model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5422189 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the residual variance and the prediction error for the LSF estimation method and new modified finite sample criteria for autoregressive model order selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998992 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank

Latest revision as of 07:08, 4 July 2024

scientific article
Language Label Description Also known as
English
Order selection criteria for vector autoregressive models
scientific article

    Statements

    Order selection criteria for vector autoregressive models (English)
    0 references
    0 references
    21 July 2011
    0 references
    AIC
    0 references
    FPE
    0 references
    Kullback-Leibler index
    0 references
    autoregressive process
    0 references
    information criterion
    0 references

    Identifiers