Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150): Difference between revisions

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Latest revision as of 13:22, 3 June 2024

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Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules
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    Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (English)
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    17 August 2001
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    matrix differentiation
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    vector autoregressive moving average model
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    Fisher information matrix
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