Reduced rank models for multiple time series (Q3753346): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:35, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced rank models for multiple time series |
scientific article |
Statements
Reduced rank models for multiple time series (English)
0 references
1986
0 references
autoregressive processes
0 references
canonical analysis
0 references
reduced rank regression
0 references
reduced rank models
0 references
multiple time series
0 references
matrix polynomial operators
0 references
estimation of parameters
0 references
asymptotic theory
0 references
