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

Publication details

  • Publisher: Norsk Regnesentral
  • Series: NR-notat (STAT/11/93)
  • Year: 1993
  • Issue: STAT/11/93

Magne Aldrin

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