State space modelling of cointegrated systems using subspace algorithms

  1. Izquierdo Millán, S.
  2. Hernández Iglesias, C.
  3. Pajares Gutiérrez, J.
Proceedings:
Decision and Simulation in Engineering and Management Science - International Conference on Modelling and Simulation, ICMS'04

ISBN: 9788468878676

Year of publication: 2004

Pages: 89-90

Type: Conference paper

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