scientific article

zbMath1389.62140MaRDI QIDQ2969402

Xindong Zhao, Guoqi Qian

Publication date: 15 March 2017

Full work available at URL: http://www.ejpam.com/index.php/ejpam/article/view/1847

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Gibbs samplervector autoregressive (VAR) modelsmultivariate time series model selection

Mathematics Subject Classification ID

Related Items (1)

On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations

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