Improved estimates of the parameters of state space time series models (Q1351643)
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scientific article; zbMATH DE number 984467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimates of the parameters of state space time series models |
scientific article; zbMATH DE number 984467 |
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Improved estimates of the parameters of state space time series models (English)
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27 February 1997
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Time series
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State space estimation
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Latent variable estimation
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Dynamic factor estimation
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