Nested Reduced-Rank Autogressive Models for Multiple Time Series (Q3813101)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nested Reduced-Rank Autogressive Models for Multiple Time Series |
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Nested Reduced-Rank Autogressive Models for Multiple Time Series (English)
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1988
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maximum likelihood estimator
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multivariate time series
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coefficient rank structures
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canonical correlation analysis
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canonical variable transformation
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Gaussian parameter-estimation procedure
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