Analytic derivatives of the matrix exponential for estimation of continuous-time ARMA models
| Year of publication: |
1989
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| Authors: | Zadrozny, Peter A. |
| Institutions: | Federal Reserve Bank of Atlanta |
| Subject: | Econometric models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 89-5 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005514596