Model selection criteria for reduced rank multivariate time series: a simulation study

✍ Scribed by Hławka, Marcin; Zagdański, Adam

• Book ID: 118750568
• Publisher: Taylor and Francis Group
• Year: 2013
• Tongue: English
• Weight: 327 KB
• Volume: 84
• Category: Article
• ISSN: 0094-9655
• DOI: 10.1080/00949655.2013.769539