Solution sets for linear dynamic errors-in-variables models

Autor: M. Deistler, W. Scherrer, M. Kopel, W. Reitgruber
Rok vydání: 1991
Předmět:
Zdroj: Statistica Neerlandica. 45:391-404
ISSN: 1467-9574
0039-0402
DOI: 10.1111/j.1467-9574.1991.tb01318.x
Popis: In the paper solution sets for linear dynamic errors-in-variables (or factor-) models with uncorrelated error components are analysed. Special emphasis is given to the description of the set of all systems compatible with given second moments of the observations for the case of three- and four- dimensional observations
Databáze: OpenAIRE