Multivariate time series analysis and applications (Q4629784)

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scientific article; zbMATH DE number 7044044
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    Multivariate time series analysis and applications
    scientific article; zbMATH DE number 7044044

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      Multivariate Time Series Analysis and Applications (English)
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      28 March 2019
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      multivariate time series
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      PCA
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      factor analysis
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      multivariate GARCH
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      space-time series, multivariate spectral analysis
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      dimension reduction
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