Order determination for multivariate autoregressive processes using resampling methods (Q1914694)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order determination for multivariate autoregressive processes using resampling methods |
scientific article |
Statements
Order determination for multivariate autoregressive processes using resampling methods (English)
0 references
5 August 1996
0 references
multivariate \(AR(p)\) model
0 references
multivariate autoregresive processes
0 references
order determination
0 references
AIC
0 references
Yule-Walker estimation
0 references
resampling
0 references
resampling procedure
0 references
