On multivariate time series model selection involving many candidate VAR models (Q2969402)
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scientific article; zbMATH DE number 6695055
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| English | On multivariate time series model selection involving many candidate VAR models |
scientific article; zbMATH DE number 6695055 |
Statements
15 March 2017
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vector autoregressive (VAR) models
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Gibbs sampler
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multivariate time series model selection
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0.808224618434906
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0.7909460067749023
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0.7888123393058777
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0.7660024166107178
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