On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices (Q1914329): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q185010 |
||
Property / author | |||
Property / author: Andre Klein / rank | |||
Revision as of 19:10, 10 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices |
scientific article |
Statements
On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices (English)
0 references
21 August 1996
0 references
Cramer-Rao bound
0 references
autoregressive moving average models
0 references
exogeneous component
0 references
error covariance matrix
0 references
inverse of Fisher's information matrix
0 references
Sylvester's resultant matrices
0 references
ARMAX process
0 references
Wald test statistic for testing common roots
0 references