On The Peña–Box Model (Q4677044)

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scientific article; zbMATH DE number 2169616
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English
On The Peña–Box Model
scientific article; zbMATH DE number 2169616

    Statements

    title
    On The Peña–Box Model (English)
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    author
    Yu-Pin Hu
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    Rouh-Jane Chou
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    publication date
    20 May 2005
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    Mathematics Subject Classification ID
    62M10
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    62H20
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    62H25
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    zbMATH DE Number
    2169616
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    zbMATH Keywords
    canonical correlation analysis
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    factor model
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    multiple time series
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