scientific article; zbMATH DE number 2060192

zbMATH Open1034.62072MaRDI QIDQ4458422FDOQ4458422

Sung K. Ahn

Publication date: 17 March 2004

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

zbMATH Keywords

cointegrationBrownian motionmixed frequencycanonical correlationnormalizationerror correction modelseasonal cointegrationreduced rank estimationpartial nonstationaritynested reduced rankscalar component

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

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