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Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1

Baoline Chen and Peter A. Zadrozny

Journal of Economic Dynamics and Control, 2001, vol. 25, issue 12, pages 1867-1879

Date: 2001
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Journal of Economic Dynamics and Control is edited by J. Bullard, C. Chiarella, C. H. Hommes, P. N. Ireland, T. Cogley and M. Juillard

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