Reduced rank models for multiple time series
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Publication:3753346
DOI10.1093/biomet/73.1.105zbMath0612.62121OpenAlexW2093513340MaRDI QIDQ3753346
Dean W. Wichern, Raja P. Velu, Gregory C. Reinsel
Publication date: 1986
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/73.1.105
estimation of parametersautoregressive processesasymptotic theorycanonical analysisreduced rank regressionmultiple time seriesreduced rank modelsmatrix polynomial operators
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