Order selection criteria for vector autoregressive models (Q551641): Difference between revisions
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| Property / zbMATH DE Number: 5929452 / rank | |||
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autoregressive process | |||
| Property / zbMATH Keywords: autoregressive process / rank | |||
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Revision as of 13:49, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order selection criteria for vector autoregressive models |
scientific article |
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Order selection criteria for vector autoregressive models (English)
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21 July 2011
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AIC
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FPE
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Kullback-Leibler index
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autoregressive process
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information criterion
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