Identification of nonlinear VAR models using general conditional independence graphs (Q537482): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: bootstrap / rank | |||
Normal rank |
Revision as of 20:24, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Identification of nonlinear VAR models using general conditional independence graphs |
scientific article |
Statements
Identification of nonlinear VAR models using general conditional independence graphs (English)
0 references
20 May 2011
0 references
nonlinear vector autoregressive model
0 references
conditional mutual information
0 references
correlation integral
0 references
surrogate data
0 references