Identification of nonlinear VAR models using general conditional independence graphs (Q537482): Difference between revisions
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Property / author: Sumit K. Garg / rank | |||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 62B10 / rank | |||
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Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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Property / Mathematics Subject Classification ID: 65C60 / rank | |||
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Property / zbMATH DE Number: 5898228 / rank | |||
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nonlinear vector autoregressive model | |||
Property / zbMATH Keywords: nonlinear vector autoregressive model / rank | |||
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conditional mutual information | |||
Property / zbMATH Keywords: conditional mutual information / rank | |||
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correlation integral | |||
Property / zbMATH Keywords: correlation integral / rank | |||
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surrogate data | |||
Property / zbMATH Keywords: surrogate data / rank | |||
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Revision as of 10:23, 1 July 2023
scientific article
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English | Identification of nonlinear VAR models using general conditional independence graphs |
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Identification of nonlinear VAR models using general conditional independence graphs (English)
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20 May 2011
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nonlinear vector autoregressive model
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conditional mutual information
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correlation integral
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surrogate data
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