Fast estimation methods for time series models in state-space form
Year of publication: |
2005
|
---|---|
Authors: | Hiernaux, Alfredo García ; Carro, José Casals ; Jerez, Miguel |
Institutions: | Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid |
Subject: | State-space models | subspace methods | Kalman Filter | system identification |
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