Canonical correlations of past and future for time series: Definitions and theory (Q1054430): Difference between revisions

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Latest revision as of 15:09, 10 December 2024

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Canonical correlations of past and future for time series: Definitions and theory
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    Canonical correlations of past and future for time series: Definitions and theory (English)
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    1983
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    canonical correlations of past and future
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    rational spectra
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    strong mixing
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    absolute regularity
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    time series
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    weakly stationary process
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    Hankel matrix
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    best prediction
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    ARMA representation
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