Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity
Aapo Hyvrinen and Patrik O. Hoyer and Shohei Shimizu and Kun Zhang

Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity.pdf 502.65kB
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Metadata:
@article{11:56,author={Aapo Hyvrinen and Kun Zhang and Shohei Shimizu and Patrik O. Hoyer}, Title={Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity},journal={Journal of Machine Learning Research},volume={11}, url={http://www.jmlr.org/papers/volume11/hyvarinen10a/hyvarinen10a.pdf}}
Citation:
Hyvrinen, A., Hoyer, P. O., Shimizu, S., & Zhang, K.. (2014). Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity [Data set]. Academic Torrents. https://academictorrents.com/details/ce87912ab6bf6bf6898f95309f0a21564a85091e

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