Multivariate time series analysis and forecasting (Q3645683)
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scientific article; zbMATH DE number 5635207
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate time series analysis and forecasting |
scientific article; zbMATH DE number 5635207 |
Statements
18 November 2009
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state space systems
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linear dynamic factor models
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principal components
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ARMA systems
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0.8304916024208069
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0.8089048266410828
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