A solution to the positivity problem in the state-space approach to modeling vector-valued time series
| Year of publication: |
1993
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|---|---|
| Authors: | Vaccaro, Richard J. ; Vukina, Tomislav |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 17.1993, 3, p. 401-422
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