Statistical inference for independent component analysis: application to structural VAR models (Q341899): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2530174677 / rank | |||
Normal rank | |||
Revision as of 19:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for independent component analysis: application to structural VAR models |
scientific article |
Statements
Statistical inference for independent component analysis: application to structural VAR models (English)
0 references
17 November 2016
0 references
independent component analysis
0 references
pseudo maximum likelihood
0 references
identification
0 references
Cayley transform
0 references
structural shocks
0 references
structural VAR
0 references
impulse response functions
0 references
