THE RECURSIVE FITTING OF SUBSET VARX MODELS (Q4272778)
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scientific article; zbMATH DE number 472917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE RECURSIVE FITTING OF SUBSET VARX MODELS |
scientific article; zbMATH DE number 472917 |
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THE RECURSIVE FITTING OF SUBSET VARX MODELS (English)
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20 January 1994
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simulations
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vector time series model
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vector autoregressive model with exogenous variables
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recursive fitting
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VARX models
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order selection criterion
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