IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS (Q3028144)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS |
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IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS (English)
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1987
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second moment information
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identification problem
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regression models
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time-varying coefficients
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ARMA
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linear dynamic systems
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observational equivalence
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equivalence classes
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state-space representation
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linear transformations
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admissible transformation
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non-stationary case
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second moments structure
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