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CDC
2008
IEEE
141views Control Systems» more  CDC 2008»
14 years 6 months ago
Generalized linear dynamic factor models - a structure theory
— In this paper we present a structure theory for generalized linear dynamic factor models (GDFM’s). Emphasis is laid on the so-called zeroless case. GDFM’s provide a way of ...
Brian D. O. Anderson, Manfred Deistler