On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices (Q1914329): Difference between revisions
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Property / cites work: A New Formulation of the Theorems of Hurwitz, Routh and Sturm / rank | |||
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Property / cites work: Matrices, polynomials, and linear time-variant systems / rank | |||
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Property / cites work: Mathematical Description of Linear Dynamical Systems / rank | |||
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Property / cites work: Hypothesis testing of common roots / rank | |||
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Property / cites work: On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices / rank | |||
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Property / cites work: Q5511769 / rank | |||
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Property / cites work: On covariance function tests used in system identification / rank | |||
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Latest revision as of 12:29, 24 May 2024
scientific article
Language | Label | Description | Also known as |
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English | On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices |
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Statements
On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices (English)
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21 August 1996
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Cramer-Rao bound
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autoregressive moving average models
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exogeneous component
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error covariance matrix
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inverse of Fisher's information matrix
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Sylvester's resultant matrices
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ARMAX process
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Wald test statistic for testing common roots
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