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Testing the Rank and Definiteness of Estimated Matrices with Applications to Factor, State-Space and ARMA Models
Gill, Len, Lewbel, ArthurVolume:
87
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.1992.10475278
Date:
September, 1992
File:
PDF, 1.14 MB
english, 1992