Order determination for multivariate autoregressive processes using resampling methods (Q1914694)
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scientific article; zbMATH DE number 892485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order determination for multivariate autoregressive processes using resampling methods |
scientific article; zbMATH DE number 892485 |
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Order determination for multivariate autoregressive processes using resampling methods (English)
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5 August 1996
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multivariate \(AR(p)\) model
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multivariate autoregresive processes
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order determination
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AIC
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Yule-Walker estimation
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resampling
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resampling procedure
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