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Efficient VAR discretization - MaRDI portal

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

    title
    Efficient VAR discretization (English)
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    author
    Grey Gordon
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    publication date
    30 June 2021
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    zbMATH Keywords
    vector autoregressive (VAR) models
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    discretization
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    sparse grids
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    describes a project that uses
    HRMSYM
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    PATSYM
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    Identifiers

    zbMATH DE Number
    7365164
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    OpenAlex ID
    W3035857177
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