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Solution sets for linear dynamic errors‐in‐variables models *
Author(s) -
Scherrer W.,
Deistler M.,
Kopel M.,
Reitgruber W.
Publication year - 1991
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1991.tb01318.x
Subject(s) - uncorrelated , mathematics , set (abstract data type) , factor (programming language) , dynamic factor , emphasis (telecommunications) , algorithm , computer science , statistics , telecommunications , programming language
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