A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING (Q3197159)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING |
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A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING (English)
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1991
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state space method
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time series models
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singular-value decomposition of the Hankel matrix
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two-step sequential procedure
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dynamic aggregation
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