Identification of nonlinear VAR models using general conditional independence graphs (Q537482)
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scientific article; zbMATH DE number 5898228
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| English | Identification of nonlinear VAR models using general conditional independence graphs |
scientific article; zbMATH DE number 5898228 |
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Identification of nonlinear VAR models using general conditional independence graphs (English)
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20 May 2011
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nonlinear vector autoregressive model
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conditional mutual information
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correlation integral
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surrogate data
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0.90915364
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0.8901757
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0.88095385
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0.86860144
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0.86838895
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0.86567545
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0.86158967
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