Vector autoregression and envelope model (Q6541477)
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scientific article; zbMATH DE number 7851089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector autoregression and envelope model |
scientific article; zbMATH DE number 7851089 |
Statements
Vector autoregression and envelope model (English)
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19 May 2024
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dimension reduction
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envelope model
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partial envelope model
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reducing subspace
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vector autoregression
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