Identification of nonlinear VAR models using general conditional independence graphs (Q537482): Difference between revisions
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Revision as of 01:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of nonlinear VAR models using general conditional independence graphs |
scientific article |
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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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