SEM modeling with singular moment matrices. I: ML-estimation of time series (Q3063869)
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scientific article; zbMATH DE number 5827267
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| English | SEM modeling with singular moment matrices. I: ML-estimation of time series |
scientific article; zbMATH DE number 5827267 |
Statements
SEM Modeling with Singular Moment Matrices Part I: ML-Estimation of Time Series (English)
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15 December 2010
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estimation
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Kalman filtering (KF)
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maximum likelihood (ML)
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state space models
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structural equation models (SEM)
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time series
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0.8364695906639099
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0.8167209029197693
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0.806666910648346
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0.7858054637908936
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0.7768282890319824
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