Reduced rank models for multiple time series (Q3753346): Difference between revisions

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Revision as of 12:31, 5 March 2024

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Reduced rank models for multiple time series
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    Reduced rank models for multiple time series (English)
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    1986
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    autoregressive processes
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    canonical analysis
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    reduced rank regression
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    reduced rank models
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    multiple time series
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    matrix polynomial operators
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    estimation of parameters
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    asymptotic theory
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