COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES (Q4696584): Difference between revisions

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scientific article; zbMATH DE number 221011
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English
COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES
scientific article; zbMATH DE number 221011

    Statements

    COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES (English)
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    29 June 1993
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    time domain algorithms
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    canonical correlation
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    stationary time series
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    infinite past
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    finite future
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    finite matrices
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    finite-dimensional algorithm
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    upper bound
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    largest canonical correlation
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