On the use of autoregressive order determination criteria in multivariate white noise tests (Q3804044): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the use of autoregressive order determination criteria in multivariate white noise tests |
scientific article |
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On the use of autoregressive order determination criteria in multivariate white noise tests (English)
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1988
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multivariate autoregressive moving average models
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multivariate time series
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multivariate white noise tests
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autoregressive order determination criteria
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AIC
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BIC
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