Nested Reduced-Rank Autogressive Models for Multiple Time Series
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Publication:3813101
DOI10.2307/2289316zbMath0663.62097OpenAlexW2799254577MaRDI QIDQ3813101
Gregory C. Reinsel, Sung K. Ahn
Publication date: 1988
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2289316
canonical correlation analysismaximum likelihood estimatormultivariate time seriescanonical variable transformationcoefficient rank structuresGaussian parameter-estimation procedure
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