TY  - RPRT
AU  - García Hiernaux, Alfredo Alejandro
AU  - Casals Carro, José
AU  - Jerez Méndez, Miguel
PY  - 2005
UR  - https://hdl.handle.net/20.500.14352/56624
AB  - We propose two fast, stable and consistent methods to estimate time series models expressed in their equivalent state-space form. They are useful both, to obtain adequate initial conditions for a maximum-likelihood iteration,or to provide final...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - State-space models
KW  - Subspace methods
KW  - Kalman Filter
KW  - System identification
TI  - Fast estimation methods for time series models in state-space form
TY  - technical report
VL  - 2005
ER  -