The Use of Canonical Correlation Analysis to Identify the Order of Multivariate ARMA Models: Simulation and Application
| Year of publication: |
2000
|
|---|---|
| Authors: | Toscano, E.M.M. ; Reisen, V.A. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 19.2000, 5, p. 441-456
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