On the identification of multivariate correlated unobserved components models (Q1667981)
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scientific article; zbMATH DE number 6929966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the identification of multivariate correlated unobserved components models |
scientific article; zbMATH DE number 6929966 |
Statements
On the identification of multivariate correlated unobserved components models (English)
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31 August 2018
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unobserved components models
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identification
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VARMA
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