Canonical correlations of past and future for time series: Bounds and computation (Q584883): Difference between revisions

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Property / DOI: 10.1214/aos/1176346251 / rank
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canonical correlations of past and future
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bounds
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stationary Gaussian time series
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computational scheme
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sunspot number series
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spectrum
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canonical components
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Property / full work available at URL: https://doi.org/10.1214/aos/1176346251 / rank
 
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Latest revision as of 21:48, 9 December 2024

scientific article
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English
Canonical correlations of past and future for time series: Bounds and computation
scientific article

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    Canonical correlations of past and future for time series: Bounds and computation (English)
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    1983
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    canonical correlations of past and future
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    bounds
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    stationary Gaussian time series
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    computational scheme
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    sunspot number series
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    spectrum
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    ARMA
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    canonical components
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    Identifiers

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