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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