Order Determination for Multivariate Autoregressive Processes Using Resampling Methods
نویسندگان
چکیده
منابع مشابه
Bootstrap prediction regions for multivariate autoregressive processes
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1996
ISSN: 0047-259X
DOI: 10.1006/jmva.1996.0028