Model specification and selection for multivariate time series (Q2293377)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model specification and selection for multivariate time series |
scientific article |
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Model specification and selection for multivariate time series (English)
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5 February 2020
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canonical correlations
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reversed echelon form
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state space representation
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VARMA model
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