Two-step adaptive model selection for vector autoregressive processes (Q391558)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-step adaptive model selection for vector autoregressive processes |
scientific article |
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Two-step adaptive model selection for vector autoregressive processes (English)
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10 January 2014
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VAR models
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lag order selection
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adaptive jump selection
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impulse response analysis
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