The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes
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Publication:4243922
DOI10.1080/00949659908811933zbMath0919.62107WikidataQ126248056 ScholiaQ126248056MaRDI QIDQ4243922
Tarmo M. Pukkila, Sergio G. Koreisha
Publication date: 29 June 1999
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659908811933
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C05: Monte Carlo methods
62Q05: Statistical tables
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