Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models (Q4031054): Difference between revisions
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Latest revision as of 22:59, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models |
scientific article |
Statements
1 April 1993
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vector autoregressive moving average processes
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dynamic linear models
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multivariate causal transfer function systems
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latent stationary inputs and outputs
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errors in variables
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covariance structures
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causality constraints
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second-order moments
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time series structures
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block identifiable ARMA processes
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moving average
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Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models (English)
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