Identification of Canonical Models for Vectors of Time Series : A Subspace Approach
Year of publication: |
2015
|
---|---|
Authors: | García-Hiernaux, Alfredo |
Other Persons: | Casals, José (contributor) ; Jerez, Miguel (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 3, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2572931 [DOI] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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