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scientific article; zbMATH DE number 5274782 - MaRDI portal

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zbMATH Open1170.62359MaRDI QIDQ5386586

Ruey S. Tsay, Wanli Min

Publication date: 14 May 2008

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

zbMATH Keywords

canonical correlations Kronecker index Hankel martrix

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Vector Cross-Correlation in Time Series and Applications

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