Order estimation of high dimensional time series

Order estimation of high dimensional time series

Much research has focused on the problem of estimating the order of vector autoregressive (VAR) model and multivariate moving average (VMA) model. The most proposed solutions for this problem include Bayesian Information Criterion (BIC) and limiting spectral distribution of sample autocovariance mat...

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書目詳細資料
主要作者:	Zeng, Shijia
其他作者:	Pan Guangming
格式:	Final Year Project
語言:	English
出版:	Nanyang Technological University 2022
主題:	Science::Mathematics
在線閱讀:	https://hdl.handle.net/10356/156931
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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