Order Determination for Multivariate Autoregressive Processes Using Resampling Methods
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Franke Jürgen & Kreiss Jens-Peter & Moser Martin, 2006. "Bootstrap autoregressive order selection," Statistics & Risk Modeling, De Gruyter, vol. 24(3), pages 1-21, December.
- Pappas, S.Sp. & Ekonomou, L. & Karamousantas, D.Ch. & Chatzarakis, G.E. & Katsikas, S.K. & Liatsis, P., 2008. "Electricity demand loads modeling using AutoRegressive Moving Average (ARMA) models," Energy, Elsevier, vol. 33(9), pages 1353-1360.
- Hsu, Nan-Jung & Hung, Hung-Lin & Chang, Ya-Mei, 2008. "Subset selection for vector autoregressive processes using Lasso," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3645-3657, March.
More about this item
Keywordsmultivariate autoregressive processes order determination AIC Yule-Walker estimation resampling;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:57:y:1996:i:2:p:175-190. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
We have no references for this item. You can help adding them by using this form .