Directed graphs and variable selection in large vector autoregressive models.
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- Journal of Time Series Analysis, 2023, v. 44, n. 2, p. 223, doi. 10.1111/jtsa.12664
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2023 AND VI 44 AND IP 2
Results: 6
1
2
Flexible bivariate INGARCH process with a broad range of contemporaneous correlation.
- Published in:
- Journal of Time Series Analysis, 2023, v. 44, n. 2, p. 206, doi. 10.1111/jtsa.12663
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- Publication type:
- Article
3
Higher‐order asymptotics of minimax estimators for time series.
- Published in:
- Journal of Time Series Analysis, 2023, v. 44, n. 2, p. 247, doi. 10.1111/jtsa.12661
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- Publication type:
- Article
4
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments.
- Published in:
- Journal of Time Series Analysis, 2023, v. 44, n. 2, p. 181, doi. 10.1111/jtsa.12660
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- Publication type:
- Article
5
Dynamic deconvolution and identification of independent autoregressive sources.
- Published in:
- Journal of Time Series Analysis, 2023, v. 44, n. 2, p. 151, doi. 10.1111/jtsa.12659
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- Publication type:
- Article
6
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2023, v. 44, n. 2, p. 149, doi. 10.1111/jtsa.12654
- Publication type:
- Article