Pages that link to "Item:Q3696345"

The following pages link to Use of canonical analysis in time series model identification (Q3696345):

Displaying 32 items.

• Factor-Adjusted Regularized Model Selection (Q150847) (← links)
• Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
• Hybridization of intelligent techniques and ARIMA models for time series prediction (Q835085) (← links)
• Estimation of parameters in ARUMA models (Q917202) (← links)
• Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
• Canonical correlation for stochastic processes (Q947155) (← links)
• Identification of echelon canonical forms for vector linear processes using least squares (Q1192964) (← links)
• Asymptotic distribution of the reduced rank regression estimator under general conditions (Q1568263) (← links)
• Canonical correlation and reduction of multiple time series (Q1895419) (← links)
• Identification of refined ARMA echelon form models for multivariate time series (Q1914685) (← links)
• A comparison of some of pattern identification methods for order determination of mixed ARMA models (Q1962151) (← links)
• Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
• The optimal rate of canonical correlation analysis for stochastic processes (Q2301120) (← links)
• Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
• Canonical correlation for principal components of time series (Q2403411) (← links)
• IDENTIFYING MULTIVARIATE TIME SERIES MODELS (Q3033160) (← links)
• ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
• A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION (Q3332114) (← links)
• ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3354942) (← links)
• Identification of seasonal arima models using a filtering method (Q3474145) (← links)
• (Q3790523) (← links)
• A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS (Q3799523) (← links)
• Automatic model identification using vector sample autocorrelation function (Q3800937) (← links)
• MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS (Q3810745) (← links)
• ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP (Q4021568) (← links)
• On the identification of ARMA echelon-form models (Q4036388) (← links)
• ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES (Q4299039) (← links)
• COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES (Q4696584) (← links)
• A comparison of some autocovariance-based methods of arma model selection: a simulation study (Q4851422) (← links)
• Mutual information model selection algorithm for time series (Q5037010) (← links)
• (Q5101791) (← links)
• Data mining on time series: an illustration using fast-food restaurant franchise data. (Q5958632) (← links)