Pages that link to "Item:Q1249405"
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The following pages link to The information matrices of the parameters of multiple mixed time series (Q1249405):
Displayed 12 items.
- Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes (Q848578) (← links)
- Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872) (← links)
- The information matrix of multiple-input single-output time series models (Q1339357) (← links)
- A generalization of Whittle's formula for the information matrix of vector-mixed time series (Q1595149) (← links)
- Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150) (← links)
- Computation of the exact information matrix of Gaussian dynamic regression time series models (Q1807120) (← links)
- Computation of the Fisher information matrix for time series models (Q1917901) (← links)
- On the resultant property of the Fisher information matrix of a vector ARMA process (Q2484496) (← links)
- An efficient method for the estimation of multivariate moving averge models (Q3474140) (← links)
- Estimating multivariate autoregressive moving average models by fitting long autoregressions (Q3474141) (← links)
- Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (Q3746731) (← links)
- Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models (Q4387651) (← links)