Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150): Difference between revisions

@@ Property / cites work @@
+Q4010408
@@ Property / cites work: Q4010408 / rank @@
+Normal rank
@@ Property / cites work @@
+On the computation of the Cramer-Rao bound for ARMA parameter estimation
+Normal rank
@@ Property / cites work @@
+Q4039983
@@ Property / cites work: Q4039983 / rank @@
+Normal rank
@@ Property / cites work @@
+The information matrix of multiple-input single-output time series models
+Normal rank
@@ Property / cites work @@
+Computation of the exact information matrix of Gaussian dynamic regression time series models
+Normal rank
@@ Property / cites work @@
+On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
+Normal rank
@@ Property / cites work @@
+Q3222981
@@ Property / cites work: Q3222981 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039873
@@ Property / cites work: Q4039873 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models
+Normal rank
@@ Property / cites work @@
+Some new algorithms for recursive estimation in constant, linear, discrete-time systems
+Normal rank
@@ Property / cites work @@
+Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
+Normal rank
@@ Property / cites work @@
+Some results on commutation matrices, with statistical applications
+Normal rank
@@ Property / cites work @@
+The information matrices of the parameters of multiple mixed time series
+Normal rank
@@ Property / cites work @@
+Tensor products and matrix differential calculus
@@ Property / cites work: Tensor products and matrix differential calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluation of likelihood functions for Gaussian signals
+Normal rank
@@ Property / cites work @@
+Estimation of dynamic econometric models with errors in variables
+Normal rank
@@ Property / cites work @@
+Estimation and information in stationary time series
+Normal rank
@@ Property / cites work @@
+On the use of differentials in statistics
@@ Property / cites work: On the use of differentials in statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic derivatives for estimation of linear dynamic models
+Normal rank
@@ Property / cites work @@
+Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples
+Normal rank