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

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+A comparison of multivariate autoregressive estimators
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+Estimation of the parameters of multichannel autoregressive signals from noisy observations
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+Parameter estimation of multichannel autoregressive processes in noise
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+Estimating multivariate ARCH parameters by two-stage least-squares method
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+Autoregressive model fitting for control
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+A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
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+A large-sample model selection criterion based on Kullback's symmetric divergence
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+Vector Autoregressive Model-Order Selection From Finite Samples Using Kullback's Symmetric Divergence
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+Estimating the dimension of a model
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+Subset selection for vector autoregressive processes using Lasso
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+An efficient branch-and-bound strategy for subset vector autoregressive model selection
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+On the residual variance and the prediction error for the LSF estimation method and new modified finite sample criteria for autoregressive model order selection
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