scientific article; zbMATH DE number 2060192

zbMATH Open1034.62072MaRDI QIDQ4458422FDOQ4458422

Authors: Sung K. Ahn 

Publication date: 17 March 2004

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

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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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