Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model
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Publication:3006276
DOI10.1080/03610921003615831zbMath1234.62094OpenAlexW2046990291MaRDI QIDQ3006276
Publication date: 10 June 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610921003615831
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)
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