scientific article; zbMATH DE number 6671393

zbMATH Open1363.62108MaRDI QIDQ3179970FDOQ3179970

Authors: Yuesong Wei 

Publication date: 6 January 2017

Title of this publication is not available (Why is that?)

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zbMATH Keywords

graphical modelsconditional independencebootstrap methodgeneralized likelihood rationonlinear structural vector autoregressive models

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (4)

• Identification of nonlinear VAR models using general conditional independence graphs
• Learning causal graphs of nonlinear structural vector autoregressive model using information theory criteria
• A graphical approach for identifying causal relationships in nonlinear structural vector autoregressive models
• Identification of structural vector autoregressive causal graphical models by information theory criteria

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