Model specification and selection for multivariate time series

Rajendra Bhansali

doi:10.1016/j.jmva.2019.104539

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Model specification and selection for multivariate time series

Rajendra Bhansali

Year: 2019 Journal: Journal of Multivariate Analysis Vol: 175 Pages: 104539-104539 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2019.104539

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Keywords:

Mathematics Multivariate statistics Series (stratigraphy) Selection (genetic algorithm) Econometrics Statistics Applied mathematics Artificial intelligence Computer science

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Topics

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

Time Series Analysis and Forecasting

Physical Sciences → Computer Science → Signal Processing

Model specification and selection for multivariate time series

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