On canonical analysis of vector time series

MaRDI QIDQ5386586zbMATH OpenFDO

Authors Wanli Min, Ruey S. Tsay

Publication date 14 May 2008

zbMATH Keywords

canonical correlationsHankel martrixKronecker index

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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