A maximum likelihood approach to temporal factor analysis in state-space model (Q1031379)
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scientific article; zbMATH DE number 5623160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum likelihood approach to temporal factor analysis in state-space model |
scientific article; zbMATH DE number 5623160 |
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A maximum likelihood approach to temporal factor analysis in state-space model (English)
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29 October 2009
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state-space model
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temporal factor analysis
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Kalman filter
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state identification
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