Finding directed acyclic graphs for vector autoregressions.

Oxley, L. and Reale, M. and Tunnicliffe-Wilson, G. (2004) Finding directed acyclic graphs for vector autoregressions. In: Compstat 2004 - Proceedings in Computational Statistics: 16th Symposium Held in Prague, Czech Republic. 16th . Physica Verlag, Heidelberg New York, pp. 1621-1628. ISBN 3790815543

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9514
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Deposited On:
12 Jun 2008 14:12
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Published
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10 Feb 2020 04:24