Optimized multivariate lag structure selection (Q5929105): 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/10.1023/a:1008757620685 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1521453928 / rank | |||
Normal rank |
Latest revision as of 09:20, 30 July 2024
scientific article; zbMATH DE number 1588339
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimized multivariate lag structure selection |
scientific article; zbMATH DE number 1588339 |
Statements
Optimized multivariate lag structure selection (English)
0 references
17 April 2001
0 references
model selection
0 references
VAR
0 references
identification
0 references
heuristic optimization
0 references
threshold accepting
0 references