Order determination for multivariate autoregressive processes using resampling methods
type: Item
instance of: scholarly article
title: Order determination for multivariate autoregressive processes using resampling methods
zbMATH Open document ID: 0877.62082
author: Changhua Chen
author: Richard A. Davis
author: Peter J. Brockwell
published in: Journal of Multivariate Analysis
publication date: 1996-08-05T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 892485
zbMATH Keywords: multivariate \(AR(p)\) model
zbMATH Keywords: multivariate autoregresive processes
zbMATH Keywords: order determination
zbMATH Keywords: AIC
zbMATH Keywords: Yule-Walker estimation
zbMATH Keywords: resampling
zbMATH Keywords: resampling procedure
MaRDI profile type: Publication
full work available at URL: jmva.1996.0028
OpenAlex ID: W2060646587
DOI: 10.1006/JMVA.1996.0028
description: scientific article; zbMATH DE number 892485