Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137)
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scientific article; zbMATH DE number 7534038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form |
scientific article; zbMATH DE number 7534038 |
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Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (English)
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31 May 2022
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canonical correlations
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identification
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Kronecker index
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multivariate time series
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SCM
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