THE RECURSIVE FITTING OF SUBSET VARX MODELS (Q4272778): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q2491528 |
Changed an Item |
||
| Property / author | |||
| Property / author: J. H. W. Penm / rank | |||
Normal rank | |||
Revision as of 15:24, 1 March 2024
scientific article; zbMATH DE number 472917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE RECURSIVE FITTING OF SUBSET VARX MODELS |
scientific article; zbMATH DE number 472917 |
Statements
THE RECURSIVE FITTING OF SUBSET VARX MODELS (English)
0 references
20 January 1994
0 references
simulations
0 references
vector time series model
0 references
vector autoregressive model with exogenous variables
0 references
recursive fitting
0 references
VARX models
0 references
order selection criterion
0 references
