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Multiple-index approach to multiple autoregressive time series model - MaRDI portal

Multiple-index approach to multiple autoregressive time series model (Q746264)

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scientific article; zbMATH DE number 6495057
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Multiple-index approach to multiple autoregressive time series model
scientific article; zbMATH DE number 6495057

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    Multiple-index approach to multiple autoregressive time series model (English)
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    16 October 2015
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    multiple time series modeling
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    sufficient dimension reduction
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    time series central subspace
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    nonlinearity
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