Efficient VAR discretization (Q2036961)
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scientific article; zbMATH DE number 7365164
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient VAR discretization |
scientific article; zbMATH DE number 7365164 |
Statements
Efficient VAR discretization (English)
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30 June 2021
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vector autoregressive (VAR) models
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discretization
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sparse grids
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