Reduced rank models for multiple time series (Q3753346)
From MaRDI portal
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