Nested Reduced-Rank Autogressive Models for Multiple Time Series (Q3813101)
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scientific article; zbMATH DE number 4084799
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nested Reduced-Rank Autogressive Models for Multiple Time Series |
scientific article; zbMATH DE number 4084799 |
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Nested Reduced-Rank Autogressive Models for Multiple Time Series (English)
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1988
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maximum likelihood estimator
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multivariate time series
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coefficient rank structures
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canonical correlation analysis
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canonical variable transformation
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Gaussian parameter-estimation procedure
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0.8640074729919434
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0.8382327556610107
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0.7837632298469543
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