Identification of nonlinear VAR models using general conditional independence graphs (Q537482): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:55, 30 January 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
