Pages that link to "Item:Q1090052"
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The following pages link to Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective (Q1090052):
Displaying 9 items.
- Modeling data revisions: measurement error and dynamics of ``true'' values (Q530585) (← links)
- Decomposition of neurological multivariate time series by state space modelling (Q535574) (← links)
- Relationships between linear systems theory and covariance structure modeling (Q1072327) (← links)
- Fitting longitudinal reduced-rank regression models by alternating least squares (Q1205744) (← links)
- Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
- Dynamic structural equation models for directed cyclic graphs: the structural identifiability problem (Q1999972) (← links)
- Blind signal separation of mixtures of chaotic processes: a comparison between independent component analysis and state space modeling (Q2866070) (← links)
- STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE-STATIONARY STOCHASTIC PROCESSES (Q3033181) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)