Selection of weak VARMA models by modified Akaike's...

Selection of weak VARMA models by modified Akaike's information criteria

Y. Boubacar Maïnassara
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Volume:
33
Year:
2012
Language:
english
Pages:
10
DOI:
10.1111/j.1467-9892.2011.00746.x
File:
PDF, 696 KB
english, 2012
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