Canonical correlation and reduction of multiple time series (Q1895419)
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scientific article; zbMATH DE number 786356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Canonical correlation and reduction of multiple time series |
scientific article; zbMATH DE number 786356 |
Statements
Canonical correlation and reduction of multiple time series (English)
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18 October 1995
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spectrum
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degenerate rank \(d\)-variate stationary time series
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full rank time series of lower dimension
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orthogonal transformation
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canonical correlation
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estimation of rank
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multiple time series
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unit root hypothesis
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ARMA models
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