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Recursive multivariate time-series analysis with the inputs split into subsets with separate matrix transfer functions - MaRDI portal

Recursive multivariate time-series analysis with the inputs split into subsets with separate matrix transfer functions (Q3946043)

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Recursive multivariate time-series analysis with the inputs split into subsets with separate matrix transfer functions
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    Recursive multivariate time-series analysis with the inputs split into subsets with separate matrix transfer functions (English)
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    1982
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    multiple input-output time series model
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    instrumental variable algorithm
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    recursive estimation
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