Pages that link to "Item:Q1595151"

The following pages link to A direct derivation of the exact Fisher information matrix of Gaussian vector state space models (Q1595151):

Displayed 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)