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Autor:
Binks, Rachel L., Heaps, Sarah E., Panagiotopoulou, Mariella, Wang, Yujiang, Wilkinson, Darren J.
Vector autoregressions (VARs) have an associated order $p$; conditional on observations at the preceding $p$ time points, the variable at time $t$ is conditionally independent of all the earlier history. Learning the order of the model is therefore v
Externí odkaz:
http://arxiv.org/abs/2307.05708
