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Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs - MaRDI portal

Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs (Q5467621)

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scientific article; zbMATH DE number 5026147
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Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs
scientific article; zbMATH DE number 5026147

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    Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs (English)
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    24 May 2006
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    linear state space model
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    subspace method
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    asymptotic equivalence
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    stochastic balancing
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