Lag length estimation in large dimensional systems (Q5467628)

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scientific article; zbMATH DE number 5026154
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English
Lag length estimation in large dimensional systems
scientific article; zbMATH DE number 5026154

    Statements

    title
    Lag length estimation in large dimensional systems (English)
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    author
    Jesús Gonzalo
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    Jean-Yves Pitarakis
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    publication date
    24 May 2006
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    zbMATH Keywords
    autoregression
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    selection criteria
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F10
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    62F03
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    zbMATH DE Number
    5026154
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    OpenAlex ID
    W2090536775
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