Analytic derivatives of the matrix exponential for estimation of linear continuous-time models.
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Publication:5941448
DOI10.1016/S0165-1889(00)00012-9zbMath1077.62543MaRDI QIDQ5941448
Baoline Chen, Peter A. Zadrozny
Publication date: 20 August 2001
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
62P20: Applications of statistics to economics
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