Reduced rank models for multiple time series (Q3753346)
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scientific article; zbMATH DE number 3990698
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reduced rank models for multiple time series |
scientific article; zbMATH DE number 3990698 |
Statements
Reduced rank models for multiple time series (English)
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1986
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autoregressive processes
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canonical analysis
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reduced rank regression
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reduced rank models
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multiple time series
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matrix polynomial operators
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estimation of parameters
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asymptotic theory
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0.8640074729919434
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0.8444942235946655
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0.8115887641906738
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0.8099469542503357
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0.7954806089401245
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