Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs (Q5467621)
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scientific article; zbMATH DE number 5026147
Language | Label | Description | Also known as |
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English | Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs |
scientific article; zbMATH DE number 5026147 |
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Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs (English)
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24 May 2006
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linear state space model
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subspace method
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asymptotic equivalence
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stochastic balancing
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