The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes (Q4243922): Difference between revisions
From MaRDI portal
Revision as of 20:13, 28 May 2024
scientific article; zbMATH DE number 1289889
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes |
scientific article; zbMATH DE number 1289889 |
Statements
The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes (English)
0 references
29 June 1999
0 references
autoregressions
0 references
order determination criteria
0 references
parameter constraints
0 references
Granger causality
0 references
0 references
0 references
0 references
