Computing the Exact Fisher Information Matrix of Periodic State-Space Models (Q4904680): Difference between revisions

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Revision as of 00:59, 20 March 2024

scientific article; zbMATH DE number 6133055
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English
Computing the Exact Fisher Information Matrix of Periodic State-Space Models
scientific article; zbMATH DE number 6133055

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    Computing the Exact Fisher Information Matrix of Periodic State-Space Models (English)
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    31 January 2013
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    Chandrasekhar-type recursions
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    Fisher information matrix
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    periodic state-space models
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    periodic VARMA model
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