Identification of the covariance structure of state space models
Subba Rao, T; and Tong, Howell
(1974)
Identification of the covariance structure of state space models.
Bulletin of the Institute of Mathematics and Its Applications, 11 (5/6).
pp. 2001-203.
ISSN 0950-5628
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 08 Jul 2008 15:25 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6623 |