Pages that link to "Item:Q4136382"
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The following pages link to A canonical analysis of multiple time series (Q4136382):
Displayed 31 items.
- Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
- Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448) (← links)
- Identification of vector AR models with recursive structural errors using conditional independence graphs (Q998881) (← links)
- A dynamic factor model for the analysis of multivariate time series (Q1082768) (← links)
- Common nonstationary components of asset prices (Q1102850) (← links)
- Factorizing multivariate time series operators (Q1158717) (← links)
- Granger-causality in multiple time series (Q1162337) (← links)
- Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419) (← links)
- Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
- Direct cointegration testing in error correction models (Q1341205) (← links)
- On cointegration tests for VAR models with drift (Q1351113) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Canonical correlation analysis and reduced rank regression in autoregressive models (Q1848968) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- (Q3042245) (← links)
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
- Model reduction via the internally balanced state space representation (Q3350588) (← links)
- PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
- Measuring the Advantages of Multivariate vs. Univariate Forecasts (Q3505336) (← links)
- A Semiparametric Approach to Canonical Analysis (Q3631458) (← links)
- A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS (Q3799523) (← links)
- Computation of the theoretical autocovariance function for a vector arma process (Q3889971) (← links)
- (Q4212965) (← links)
- COINTEGRATION AND COMMON FACTORS (Q4319852) (← links)
- DYNAMIC FACTOR MODELS (Q4471130) (← links)
- On time-irreversibility and other non-linear features in time series (Q4490159) (← links)
- EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES (Q4743617) (← links)
- Demand planning approaches to aggregating and forecasting interrelated demands for safety stock and backup capacity planning (Q5438665) (← links)
- A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)