Optimized multivariate lag structure selection (Q5929105): Difference between revisions
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scientific article; zbMATH DE number 1588339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimized multivariate lag structure selection |
scientific article; zbMATH DE number 1588339 |
Statements
Optimized multivariate lag structure selection (English)
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17 April 2001
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model selection
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VAR
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identification
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heuristic optimization
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threshold accepting
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