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Canonical correlations of past and future for time series: Bounds and computation - MaRDI portal

Canonical correlations of past and future for time series: Bounds and computation (Q584883)

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scientific article; zbMATH DE number 3831142
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English
Canonical correlations of past and future for time series: Bounds and computation
scientific article; zbMATH DE number 3831142

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    Canonical correlations of past and future for time series: Bounds and computation (English)
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    1983
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    canonical correlations of past and future
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    bounds
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    stationary Gaussian time series
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    computational scheme
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    sunspot number series
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    spectrum
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    ARMA
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    canonical components
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