IDENTIFYING MULTIVARIATE TIME SERIES MODELS (Q3033160)

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IDENTIFYING MULTIVARIATE TIME SERIES MODELS
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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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