Vector autoregressive model-order selection from finite samples using Kullback's symmetric divergence

Abd Krim Seghouane*

*Corresponding author for this work

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

    23 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'Vector autoregressive model-order selection from finite samples using Kullback's symmetric divergence'. Together they form a unique fingerprint.

    Mathematics