Vector Autoregressive Model-Order Selection From Finite Samples Using Kullback's Symmetric Divergence
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Publication:4590510
DOI10.1109/TCSI.2006.883158zbMath1377.62031OpenAlexW2125503037WikidataQ118322233 ScholiaQ118322233MaRDI QIDQ4590510
Publication date: 20 November 2017
Published in: IEEE Transactions on Circuits and Systems I: Regular Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tcsi.2006.883158
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)
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