Influence diagnostics in a vector autoregressive model (Q5220897): 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/10.1080/00949655.2014.967243 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1968917105 / rank | |||
Normal rank | |||
Revision as of 03:18, 20 March 2024
scientific article; zbMATH DE number 7183220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Influence diagnostics in a vector autoregressive model |
scientific article; zbMATH DE number 7183220 |
Statements
Influence diagnostics in a vector autoregressive model (English)
0 references
27 March 2020
0 references
VAR
0 references
maximum likelihood estimator
0 references
perturbation scheme
0 references
curvature
0 references
slope
0 references
