Identification of nonlinear VAR models using general conditional independence graphs (Q537482): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.stamet.2010.11.001 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2034489926 / rank | |||
Normal rank |
Revision as of 01:12, 20 March 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