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Identifiability of time series models with errors in variables

Published online by Cambridge University Press:  14 July 2016

Victor Solo
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Abstract

Straightforward derivations are provided for some identifiability results for time series models with errors in variables.

Type
Part 1—Structure and General Methods for Time Series
Information
Journal of Applied Probability , Volume 23 , Issue A: Essays in Time Series and Allied Processes , 1986 , pp. 63 - 71
Copyright
Copyright © 1986 Applied Probability Trust 

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References

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