Autoregressive order identification for VAR models with non constant variance (Q3462352)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6526620
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Autoregressive order identification for VAR models with non constant variance |
scientific article; zbMATH DE number 6526620 |
Statements
Autoregressive Order Identification for VAR Models with Non Constant Variance (English)
0 references
5 January 2016
0 references
AIC
0 references
model selection
0 references
partial autoregressive matrices
0 references
time-varying unconditional variance
0 references
VAR model
0 references
0 references
0 references
0.806616485118866
0 references
0.7851284742355347
0 references
0.7844938039779663
0 references
0.7810000777244568
0 references
