NONCAUSAL VECTOR AUTOREGRESSION (Q2845019): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NONCAUSAL VECTOR AUTOREGRESSION |
scientific article |
Statements
NONCAUSAL VECTOR AUTOREGRESSION (English)
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22 August 2013
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noncasual vector autoregressive model
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non-Gaussian time series
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asymptotic theory
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maximum likelihood estimation
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statistical inference
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interest rate data
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