Vector autoregressive models: A Gini approach - Archive ouverte HAL Access content directly
Journal Articles Physica A: Statistical Mechanics and its Applications Year : 2018

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hal-02132100 , version 1 (16-05-2019)

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Stéphane Mussard, Oumar Hamady Ndiaye. Vector autoregressive models: A Gini approach. Physica A: Statistical Mechanics and its Applications, 2018, 492, pp.1967-1979. ⟨10.1016/j.physa.2017.11.111⟩. ⟨hal-02132100⟩

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