FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS (Q3497074): Difference between revisions
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Revision as of 19:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS |
scientific article |
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FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS (English)
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1990
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time series
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SARMA models
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Fisher's information matrix
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multiplicative seasonal autoregressive-moving average process
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asymptotic covariance matrix
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Gaussian maximum likelihood estimators
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integrals of rational functions
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autocorrelation function
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