Two canonical VARMA forms: scalar component models vis-à-vis the echelon form (Q5080137)
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scientific article; zbMATH DE number 7534038
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| English | Two canonical VARMA forms: scalar component models vis-à-vis the echelon form |
scientific article; zbMATH DE number 7534038 |
Statements
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (English)
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31 May 2022
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canonical correlations
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identification
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Kronecker index
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multivariate time series
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SCM
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0.8033702969551086
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0.7978391647338867
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0.7925415635108948
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0.7900673747062683
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