Publication:3914260

zbMath0463.62074MaRDI QIDQ3914260

Emanuel Parzen, H. Joseph Newton

Publication date: 1980

zbMATH Keywords

auto-regression; cross-regression; stationary multiple time series

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

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

93E12: Identification in stochastic control theory

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