Identification of the covariance structure of state space models
Subba Rao, T. & Tong, H.
(1974).
Identification of the covariance structure of state space models.
Bulletin of the Institute of Mathematics and Its Applications,
11(5/6), 2001-203.
| Item Type | Article |
|---|---|
| Copyright holders | © 1974 Institute of Mathematics and Its Applications |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| Date Deposited | 08 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6623 |
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