A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS (Q3799523)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS |
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A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS (English)
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1987
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identification
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autoregressive processes
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non-stationarity
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non- stationary roots
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canonical correlations
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AR(1) process
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AR(p) processes
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multiple time series modelling
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