A solution to the problem of constructing a state space model from time series (Q4879218)
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scientific article; zbMATH DE number 881768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A solution to the problem of constructing a state space model from time series |
scientific article; zbMATH DE number 881768 |
Statements
A solution to the problem of constructing a state space model from time series (English)
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29 July 1996
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minimal realizations
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time series
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covariance stationary
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