Solution sets for linear dynamic errors-in-variables models
Autor: | M. Deistler, W. Scherrer, M. Kopel, W. Reitgruber |
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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 |
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