Influence diagnostics in a vector autoregressive model (Q5220897): Difference between revisions

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Latest revision as of 03:49, 22 July 2024

scientific article; zbMATH DE number 7183220
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English
Influence diagnostics in a vector autoregressive model
scientific article; zbMATH DE number 7183220

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    Influence diagnostics in a vector autoregressive model (English)
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    27 March 2020
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    VAR
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    maximum likelihood estimator
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    perturbation scheme
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    curvature
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    slope
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