mads_st
07-11-2011, 12:07 PM
Hi all. I thought someone here might be able to help me prove some results which I have not been able to find in journals.
Can anyone help me prove the result of equation (13.39) here:
http://fedc.wiwi.hu-berlin.de/xplore/tutorials/sfehtmlnode68.html
Also, can anyone help me find the unconditional covariance matrix of the model in equation (13.43)?
Thank you very much.
Can anyone help me prove the result of equation (13.39) here:
http://fedc.wiwi.hu-berlin.de/xplore/tutorials/sfehtmlnode68.html
Also, can anyone help me find the unconditional covariance matrix of the model in equation (13.43)?
Thank you very much.