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Volumn 38, Issue 2, 1997, Pages 209-221
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Pls, balanced, and canonical variate realization techniques for identifying VARMA models in state space
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Author keywords
Partial least squares regression; State space; VARMA
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Indexed keywords
ALGORITHM;
ARTICLE;
COVARIANCE;
PRIORITY JOURNAL;
REGRESSION ANALYSIS;
STATISTICAL ANALYSIS;
STATISTICAL MODEL;
STATISTICAL PARAMETERS;
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EID: 0030856185
PISSN: 01697439
EISSN: None
Source Type: Journal
DOI: 10.1016/S0169-7439(97)00035-X Document Type: Article |
Times cited : (48)
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References (27)
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