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The determination of optimum structures for the state space representation of multivariate stochastic processes - MaRDI portal

The determination of optimum structures for the state space representation of multivariate stochastic processes (Q4739768)

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scientific article; zbMATH DE number 3793903
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The determination of optimum structures for the state space representation of multivariate stochastic processes
scientific article; zbMATH DE number 3793903

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    The determination of optimum structures for the state space representation of multivariate stochastic processes (English)
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    1982
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    parameterization
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    structural estimation
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    Fisher information matrix
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