Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916)
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scientific article; zbMATH DE number 5287892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Canonical correlation analysis for the vector AR(1) model with ARCH innovations |
scientific article; zbMATH DE number 5287892 |
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Canonical correlation analysis for the vector AR(1) model with ARCH innovations (English)
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11 June 2008
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eigenvalues and eigenvectors
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conditional heteroscedasticity
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