On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices (Q1914329): Difference between revisions

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Property / author: Andre Klein / rank
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Property / full work available at URL: https://doi.org/10.1016/0024-3795(95)00552-8 / rank
 
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Property / OpenAlex ID: W2132470644 / rank
 
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Property / cites work: A New Formulation of the Theorems of Hurwitz, Routh and Sturm / rank
 
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Property / cites work: Matrices, polynomials, and linear time-variant systems / rank
 
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Property / cites work: Mathematical Description of Linear Dynamical Systems / rank
 
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Property / cites work: Hypothesis testing of common roots / rank
 
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Property / cites work: On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices / rank
 
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Property / cites work: Q5511769 / rank
 
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Property / cites work: On covariance function tests used in system identification / rank
 
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Latest revision as of 12:29, 24 May 2024

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On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
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    On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices (English)
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    21 August 1996
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    Cramer-Rao bound
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    autoregressive moving average models
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    exogeneous component
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    error covariance matrix
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    inverse of Fisher's information matrix
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    Sylvester's resultant matrices
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    ARMAX process
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    Wald test statistic for testing common roots
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