On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process (Q5935578): Difference between revisions
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Latest revision as of 16:44, 3 June 2024
scientific article; zbMATH DE number 1610672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process |
scientific article; zbMATH DE number 1610672 |
Statements
On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process (English)
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26 June 2001
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Stein equation
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left inverse
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right inverse
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Fisher information matrix
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ARMA process
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