Two-step adaptive model selection for vector autoregressive processes (Q391558)
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scientific article; zbMATH DE number 6244304
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| default for all languages | No label defined |
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| English | Two-step adaptive model selection for vector autoregressive processes |
scientific article; zbMATH DE number 6244304 |
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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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0.9280381
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0.8826601
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0.8743465
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0.8731884
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0.8729805
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0.8642086
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