Canonical correlation for principal components of time series
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DOI: 10.1007/s00180-016-0667-1
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- Herath, H.M. Wiranthe B. & Samadi, S. Yaser, 2025. "Scaled envelope models for multivariate time series," Journal of Multivariate Analysis, Elsevier, vol. 205(C).
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Keywords
Multivariate time series; Non-positive definiteness;Statistics
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