Pages that link to "Item:Q1595149"
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The following pages link to A generalization of Whittle's formula for the information matrix of vector-mixed time series (Q1595149):
Displayed 9 items.
- Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation (Q417806) (← links)
- On the accuracy in errors-in-variables identification compared to prediction-error identification (Q665203) (← links)
- Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes (Q848578) (← links)
- The asymptotic and exact Fisher information matrices of a vector ARMA process (Q945777) (← links)
- Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872) (← links)
- On the Fisher information matrix of a vector ARMA process (Q2453004) (← links)
- On the resultant property of the Fisher information matrix of a vector ARMA process (Q2484496) (← links)
- On the asymptotic properties of multivariate sample autocovariances (Q2486171) (← links)
- An explicit expression for the Fisher information matrix of a multiple time series process (Q2497951) (← links)