A Note on the Canonical Structure of Multivariate Dynamic Linear Models (Q3436002)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Canonical Structure of Multivariate Dynamic Linear Models |
scientific article |
Statements
A Note on the Canonical Structure of Multivariate Dynamic Linear Models (English)
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8 May 2007
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dynamic linear models
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Jordan form
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observability
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time series
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