The asymptotic distribution of canonical correlations and variates in cointegrated models (Q4488643)
From MaRDI portal
scientific article; zbMATH DE number 1471290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic distribution of canonical correlations and variates in cointegrated models |
scientific article; zbMATH DE number 1471290 |
Statements
The asymptotic distribution of canonical correlations and variates in cointegrated models (English)
0 references
2 September 2001
0 references
multivariate time series
0 references
autoregressive process
0 references
