Pages that link to "Item:Q1595151"
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The following pages link to A direct derivation of the exact Fisher information matrix of Gaussian vector state space models (Q1595151):
Displaying 7 items.
- The asymptotic and exact Fisher information matrices of a vector ARMA process (Q945777) (← links)
- Evaluating the information matrix in linearized DSGE models (Q1934822) (← links)
- Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
- SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation (Q2223799) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- An algorithm for the exact Fisher information matrix of vector ARMAX time series (Q2442353) (← links)
- On the resultant property of the Fisher information matrix of a vector ARMA process (Q2484496) (← links)
