IDENTIFYING MULTIVARIATE TIME SERIES MODELS (Q3033160)
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scientific article; zbMATH DE number 4131494
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | IDENTIFYING MULTIVARIATE TIME SERIES MODELS |
scientific article; zbMATH DE number 4131494 |
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IDENTIFYING MULTIVARIATE TIME SERIES MODELS (English)
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1989
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model specification
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vector autoregressive moving-average model
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canonical variate analysis
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linear multivariate time series model
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correction
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refinement
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testing zero canonical correlations
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0.8494168519973755
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0.8387576937675476
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0.7978476881980896
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