Model specification and selection for multivariate time series (Q2293377)
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scientific article; zbMATH DE number 7162888
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model specification and selection for multivariate time series |
scientific article; zbMATH DE number 7162888 |
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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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0.8156518936157227
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0.8100104928016663
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