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Property / author: Siem Jan Koopman / rank
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Property / author: Michel van der Wel / rank
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Property / author: Siem Jan Koopman / rank
 
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Property / author: Michel van der Wel / rank
 
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Property / Mathematics Subject Classification ID: 91B84 / rank
 
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Property / zbMATH DE Number: 5920223 / rank
 
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high-dimensional vector series
Property / zbMATH Keywords: high-dimensional vector series / rank
 
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Kalman filtering and smoothing
Property / zbMATH Keywords: Kalman filtering and smoothing / rank
 
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unbalanced panels of time series
Property / zbMATH Keywords: unbalanced panels of time series / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jedc.2011.03.009 / rank
 
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Property / cites work: Q4010408 / rank
 
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Latest revision as of 07:22, 4 July 2024

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Maximum likelihood estimation for dynamic factor models with missing data
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    Maximum likelihood estimation for dynamic factor models with missing data (English)
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    13 July 2011
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    high-dimensional vector series
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    Kalman filtering and smoothing
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    unbalanced panels of time series
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