Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 03:23, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules |
scientific article |
Statements
Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (English)
0 references
17 August 2001
0 references
matrix differentiation
0 references
vector autoregressive moving average model
0 references
Fisher information matrix
0 references