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Vector autoregressive models: A Gini approach
Mussard, Stéphane, Ndiaye, Oumar HamadyVolume:
492
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.11.111
Date:
February, 2018
File:
PDF, 379 KB
english, 2018