Use of canonical analysis in time series model identification (Q3696345)

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Use of canonical analysis in time series model identification
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    Use of canonical analysis in time series model identification (English)
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    1985
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    second-order moment structure
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    consistency properties
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    extended
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    sample autocorrelation
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    order specification
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    stationary or nonstationary autoregressive-moving average models
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    canonical correlation analysis
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    time series
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    identification procedure
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    eigenvalues
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    two-way table
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    ARMA(p,q) model
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    autocovariances
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    least squares estimates
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    eigenvectors
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    simulation study
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