Testing linear causality in mean when the number of estimated parameters is high
type: Item
instance of: scholarly article
title: Testing linear causality in mean when the number of estimated parameters is high
zbMATH Open document ID: 1274.62613
DOI: 10.1214/11-EJS617
author: Hamdi Raïssi
published in: Electronic Journal of Statistics
publication date: 2013-05-28T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1307107184
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6166833
zbMATH Keywords: linear causality in mean
zbMATH Keywords: VAR models
zbMATH Keywords: high-dimensional processes
zbMATH Keywords: large autoregressive order
zbMATH Keywords: causality in variance
zbMATH Keywords: weak errors
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6166833