scientific article; zbMATH DE number 4178488

zbMATH Open0715.62168MaRDI QIDQ3201442FDOQ3201442

Authors: Hiroshi Shigeno 

Publication date: 1989

Title of this publication is not available (Why is that?)

Recommendations

• Unit canonical correlations between future and past
• Use of canonical analysis in time series model identification
• STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST
• scientific article; zbMATH DE number 4054851
• All-pass matrices, the positive real lemma, and unit canonical correlations between future and past

zbMATH Keywords

canonical correlationscharacterization of autoregressive moving average processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (4)

• The auto-regression and the moving-average
• Unit canonical correlations between future and past
• STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201442)