FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS (Q3497074): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.1990.tb00054.x
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+W2012629627
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+Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process
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+A note on obtaining the theoretical autocovariances of an ARMA process
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+Computing the likelihood and its dierivatives for a gaussian ARMA model
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+Q3342413
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+Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models
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+Q3323077
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+THE EVALUATION OF INTEGRALS OF PRODUCTS OF LINEAR SYSTEM RESPONSES
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+Estimation and information in stationary time series
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