Archived publication

Archived publication

Application of reduced rank regression for multivariate time series with missing observations; applied to traffic data

Aldrin, Magne

January 01, 1993

SAMBA

  • Keywords: Reduced rank regression, Missing observations, Rank selection, Simulation, Bootstrap
  • Title: Application of reduced rank regression for multivariate time series with missing observations; applied to traffic data
  • Author(s): Aldrin, Magne
  • Report number: STAT/11/93
  • Published date: January 01, 1993