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"Two-step adaptive model selection for vector autoregressive processes."

Yunwen Ren, Zhiguo Xiao, Xinsheng Zhang (2013)

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DOI: 10.1016/J.JMVA.2013.01.004

access: open

type: Journal Article

metadata version: 2021-02-17

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Yunwen Ren, Zhiguo Xiao, Xinsheng Zhang:
Two-step adaptive model selection for vector autoregressive processes. J. Multivar. Anal. 116: 349-364 (2013)

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