Order selection criteria for vector autoregressive models
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Publication:551641
DOI10.1016/j.sigpro.2010.09.021zbMath1217.94052OpenAlexW1991061320MaRDI QIDQ551641
Publication date: 21 July 2011
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2010.09.021
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Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis ⋮ New autoregressive (AR) order selection criteria based on the prediction error estimation
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