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scientific article; zbMATH DE number 2060192 - MaRDI portal

scientific article; zbMATH DE number 2060192

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Publication:4458422

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zbMath1034.62072MaRDI QIDQ4458422

Sung K. Ahn

Publication date: 17 March 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motion cointegration normalization canonical correlation mixed frequency error correction model seasonal cointegration reduced rank estimation partial nonstationarity nested reduced rank scalar component

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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