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