Causality for CHARN models (Q7017803)
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scientific article; zbMATH DE number 8000908
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Causality for CHARN models |
scientific article; zbMATH DE number 8000908 |
Statements
Causality for CHARN models (English)
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5 March 2025
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asymptotic chi-square distribution
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CHARN model
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constrained maximum likelihood estimator
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nonlinear Granger causality
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Portmanteau test
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