Model selection criteria for reduced rank multivariate time series: a simulation study (Q5219443)
From MaRDI portal
scientific article; zbMATH DE number 7179546
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection criteria for reduced rank multivariate time series: a simulation study |
scientific article; zbMATH DE number 7179546 |
Statements
Model selection criteria for reduced rank multivariate time series: a simulation study (English)
0 references
12 March 2020
0 references
multivariate time series
0 references
reduced rank model
0 references
canonical analysis
0 references
model selection criteria
0 references
bootstrap
0 references
cross-validation
0 references
0 references
