STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST
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Publication:5748783
DOI10.1111/j.1467-9892.1990.tb00064.xzbMath0717.62085MaRDI QIDQ5748783
Akiva M. Yaglom, K. L. Vaninskij
Publication date: 1990
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1990.tb00064.x
discrete time; spectral functions; continuous time; spectral densities; nonzero canonical correlations
62H20: Measures of association (correlation, canonical correlation, etc.)
60G10: Stationary stochastic processes
62M15: Inference from stochastic processes and spectral analysis
Related Items
Measures of association for Hilbertian subspaces and some applications, Model specification and selection for multivariate time series
Cites Work
- Canonical correlations of past and future for time series: Bounds and computation
- Canonical correlations of past and future for time series: Definitions and theory
- Unit canonical correlations between future and past
- A problem in prediction theory
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