scientific article; zbMATH DE number 4151667

MaRDI QIDQ3481116zbMATH OpenFDO

Authors Alain Boudou, J. Dauxois

Publication date 1989

zbMATH Keywords

canonical analysisconstraintsmultivariate stationary seriesprincipal components analysisrandom measuretime series

Mathematics Subject Classification ID

Random measures (60G57) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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