Order selection criteria for vector autoregressive models (Q551641)
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scientific article; zbMATH DE number 5929452
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Order selection criteria for vector autoregressive models |
scientific article; zbMATH DE number 5929452 |
Statements
Order selection criteria for vector autoregressive models (English)
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21 July 2011
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AIC
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FPE
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Kullback-Leibler index
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autoregressive process
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information criterion
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0.9284961
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0.9253817
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0.9179722
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0.9166321
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0.91592824
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0.9123447
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0.9103174
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