Optimized multivariate lag structure selection (Q5929105)
From MaRDI portal
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
