THE RECURSIVE FITTING OF SUBSET VARX MODELS (Q4272778): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00169.x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2079076142 / rank | |||
Normal rank |
Revision as of 01:52, 20 March 2024
scientific article; zbMATH DE number 472917
Language | Label | Description | Also known as |
---|---|---|---|
English | THE RECURSIVE FITTING OF SUBSET VARX MODELS |
scientific article; zbMATH DE number 472917 |
Statements
THE RECURSIVE FITTING OF SUBSET VARX MODELS (English)
0 references
20 January 1994
0 references
simulations
0 references
vector time series model
0 references
vector autoregressive model with exogenous variables
0 references
recursive fitting
0 references
VARX models
0 references
order selection criterion
0 references