scientific article; zbMATH DE number 7578293

MaRDI QIDQ5101809zbMATH OpenFDO

Authors Han-Wen Zhang

Publication date 30 August 2022

Full work available at URL http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512009000200002&lng=en&nrm=iso&tlng=es

zbMATH Keywords

frequency domainmultivariate time seriesreduction of dimensionalitytime domain

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Detecting Common Signals in Multiple Time Series Using the Spectral Envelope
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
• scientific article; zbMATH DE number 4135256 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 954235 (Why is no real title available?)
• scientific article; zbMATH DE number 2109191 (Why is no real title available?)
• scientific article; zbMATH DE number 7578275 (Why is no real title available?)
• Identifying a Simplifying Structure in Time Series
• Modeling Multiple Times Series with Applications
• Nested Reduced-Rank Autogressive Models for Multiple Time Series
• Nonstationary dynamic factor analysis
• Some results on multivariate autoregressive index models
• Time series analysis. Univariate and multivariate methods.
• Time series: theory and methods.

Describes a project that uses

Uses Software

• itsmr

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