Anders Lindquist, Giorgio Picci. Canonical correlation analysis, approximate covariance extension, and identification of stationary time series. Automatica, 32(5):709-733, 1996. [doi]
@article{LindquistP96,
title = {Canonical correlation analysis, approximate covariance extension, and identification of stationary time series},
author = {Anders Lindquist and Giorgio Picci},
year = {1996},
doi = {10.1016/0005-1098(96)80649-2},
url = {http://dx.doi.org/10.1016/0005-1098(96)80649-2},
researchr = {https://researchr.org/publication/LindquistP96},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {32},
number = {5},
pages = {709-733},
}