A modified canonical correlation approach to approximate state space modelling
Year of publication: |
[1991]
|
---|---|
Authors: | Heij, Christiaan ; Roorda, B. |
Publisher: |
Rotterdam |
Subject: | Zustandsraummodell | State space model | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
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