NONCAUSAL VECTOR AUTOREGRESSION (Q2845019): Difference between revisions

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Latest revision as of 09:29, 30 July 2024

scientific article
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NONCAUSAL VECTOR AUTOREGRESSION
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    NONCAUSAL VECTOR AUTOREGRESSION (English)
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    22 August 2013
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    noncasual vector autoregressive model
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    non-Gaussian time series
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    asymptotic theory
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    maximum likelihood estimation
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    statistical inference
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    interest rate data
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