NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES (Q4272773): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00163.x / rank | |||
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| Property / OpenAlex ID: W1967460932 / rank | |||
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| Property / cites work: Estimation for autoregressive moving average models in the time and frequency domains / rank | |||
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| Property / cites work: On adaptive estimation in stationary ARMA processes / rank | |||
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Latest revision as of 12:00, 22 May 2024
scientific article; zbMATH DE number 472913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES |
scientific article; zbMATH DE number 472913 |
Statements
NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES (English)
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20 December 1993
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non-singularity
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identifiability
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Gaussian \(\text{ARMA}(p,q)\) process
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average Fisher information
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finite-order
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