A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS (Q3799523)
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scientific article; zbMATH DE number 4066183
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS |
scientific article; zbMATH DE number 4066183 |
Statements
A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS (English)
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1987
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identification
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autoregressive processes
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non-stationarity
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non- stationary roots
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canonical correlations
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AR(1) process
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AR(p) processes
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multiple time series modelling
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0.7915046215057373
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0.7603549957275391
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0.759036660194397
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0.7531471252441406
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