ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS (Q3660740): Difference between revisions
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| Property / DOI: 10.1111/J.1467-9892.1982.TB00329.X / rank | |||
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Latest revision as of 15:46, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS |
scientific article |
Statements
ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS (English)
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1982
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recursive fitting
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subset vector autoregressions
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backward autoregressions
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forward autoregressions
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algorithm
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multivariate subset autoregression
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computing best subset of nonzero autoregressive matrices
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Akaike information criterion
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Schwarz criterion
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Hannan criterion
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Monte Carlo study
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Canadian lynx data
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