Canonical correlations of past and future for time series: Definitions and theory (Q1054430)
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Canonical correlations of past and future for time series: Definitions and theory (English)
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1983
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canonical correlations of past and future
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rational spectra
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strong mixing
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absolute regularity
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time series
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weakly stationary process
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Hankel matrix
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best prediction
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ARMA representation
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