Order selection criteria for vector autoregressive models (Q551641)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order selection criteria for vector autoregressive models |
scientific article |
Statements
Order selection criteria for vector autoregressive models (English)
0 references
21 July 2011
0 references
AIC
0 references
FPE
0 references
Kullback-Leibler index
0 references
autoregressive process
0 references
information criterion
0 references
0 references
0 references
0 references
