Vector autoregressive order selection in practice

PMT Broersen

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	Undefined/Unknown
Pages (from-to)	2565-2573
Number of pages	9
Journal	IEEE Transactions on Instrumentation and Measurement
Volume	58
Issue number	8
Publication status	Published - 2009

Keywords

@article{9b181a20df0c4faab18329bbd65de889,

title = "Vector autoregressive order selection in practice",

keywords = "CWTS JFIS < 0.75",

author = "PMT Broersen",

year = "2009",

language = "Undefined/Unknown",

volume = "58",

pages = "2565--2573",

journal = "IEEE Transactions on Instrumentation and Measurement",

issn = "0018-9456",

publisher = "Institute of Electrical and Electronics Engineers (IEEE)",

number = "8",

}