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Vector autoregressive models: a Gini approach - MaRDI portal

Vector autoregressive models: a Gini approach (Q2148299)

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Vector autoregressive models: a Gini approach
scientific article

    Statements

    title
    Vector autoregressive models: a Gini approach (English)
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    author
    Stéphane Mussard
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    Oumar Hamady Ndiaye
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    published in
    Physica A
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    publication date
    23 June 2022
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    zbMATH Keywords
    causality
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    Gini regression
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    response function
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    \(U\)-statistics
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    VAR
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    Identifiers

    zbMATH DE Number
    7546951
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    OpenAlex ID
    W2774516329
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