Model reduction methods for vector autoregressive processes.
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Publication:1420347
zbMath1050.62087MaRDI QIDQ1420347
Publication date: 1 February 2004
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference under constraints (62F30) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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