The relation of the CCA subspace method to a balanced reduction of an autoregressive model.
type: Item
instance of: scholarly article
title: The relation of the CCA subspace method to a balanced reduction of an autoregressive model.
zbMATH Open document ID: 1033.62080
DOI: 10.1016/S0304-4076(03)00144-1
author: Anders Dahlén
author: Wolfgang Scherrer
published in: Journal of Econometrics
publication date: 2004-01-26T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 93E12
zbMATH DE Number: 2032705
zbMATH Keywords: Autoregressive-modeling
zbMATH Keywords: Maximum entropy covariance extension
zbMATH Keywords: Stochastically balanced form
zbMATH Keywords: Canonical correlation analysis
zbMATH Keywords: Asymptotic analysis
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2032705