scientific article; zbMATH DE number 6671393

zbMATH Open1363.62108MaRDI QIDQ3179970FDOQ3179970

Yuesong Wei

Publication date: 6 January 2017

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

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 (1)

• Identification of nonlinear VAR models using general conditional independence graphs

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