scientific article; zbMATH DE number 5206499

MaRDI QIDQ5422897zbMATH OpenFDO

Authors Jack H. W. Penm

Publication date 30 October 2007

zbMATH Keywords

learning algorithmmultivariate complex subset autoregressive modelling with exogenous variablesrecursion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

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Cited in

(3)

• On the recursive solution of the normal equations of bilateral multivariate autoregressive models
• TESTING PPP BY MEANS OF ZNZ PATTERNED VECM
• THE RECURSIVE FITTING OF SUBSET VARX MODELS

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