Canonical correlations of past and future for time series: Definitions and theory (Q1054430)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Canonical correlations of past and future for time series: Definitions and theory
scientific article

    Statements

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