A maximum likelihood approach to temporal factor analysis in state-space model (Q1031379)
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scientific article; zbMATH DE number 5623160
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| default for all languages | No label defined |
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| English | A maximum likelihood approach to temporal factor analysis in state-space model |
scientific article; zbMATH DE number 5623160 |
Statements
A maximum likelihood approach to temporal factor analysis in state-space model (English)
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29 October 2009
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state-space model
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temporal factor analysis
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Kalman filter
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state identification
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0.8709105253219604
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0.8704596161842346
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0.703585684299469
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0.6990061402320862
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0.6941629648208618
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