## Abstract In this paper, we propose a multivariate dynamic linear model (MDLM) that allows us to carry out a dynamic principal components analysis in a set of multivariate time series and to analyse the similarity in their evolution once the influence of nonβstationarity in each of them has been
Homogeneous matrix equations and multivariate linear models
β Scribed by Dietrich von Rosen
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 733 KB
- Volume
- 193
- Category
- Article
- ISSN
- 0024-3795
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