Pages that link to "Item:Q4272778"
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The following pages link to THE RECURSIVE FITTING OF SUBSET VARX MODELS (Q4272778):
Displaying 7 items.
- On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
- Efficient strategies for deriving the subset VAR models (Q2493224) (← links)
- A robust algorithm in sequentially selecting subset time series system using neural networks (Q2744941) (← links)
- (Q5422897) (← links)
- AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS (Q5483500) (← links)
- Selecting sub-set autoregressions from outlier contaminated data. (Q5940999) (← links)
- Long run recursive VAR models and QR decompositions. (Q5941469) (← links)