Kernel Based Nonlinear Canonical Analysis.

We consider a kernel based approach to nonlinear canonical correlation analysis and its implementation for time series. We deduce various diagnostics for reversible processes and gaussian processes.

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Year of publication:	1998
Authors:	Darolles, S. ; Florens, J.-P. ; Goudrieroux, C.
Subject:	ECONOMETRIC MODELS \| STATISTICAL ANALYSIS \| TIME SERIES

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Type of publication:	Book / Working Paper
Notes:	59 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005780759