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Latest revision as of 22:27, 19 March 2024

scientific article; zbMATH DE number 7236807
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English
Vector autoregressive moving average models
scientific article; zbMATH DE number 7236807

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    Vector autoregressive moving average models (English)
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    18 August 2020
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    vector autoregressive moving average process
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    state space model
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    identifiability
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    parameter estimation
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    model selection
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