Vector autoregressive models: A Gini approach

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Submitted on : Thursday, May 16, 2019 - 5:54:19 PM
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Stéphane Mussard, Oumar Hamady Ndiaye. Vector autoregressive models: A Gini approach. Physica A: Statistical Mechanics and its Applications, Elsevier, 2018, 492, pp.1967-1979. ⟨10.1016/j.physa.2017.11.111⟩. ⟨hal-02132100⟩

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