Pages that link to "Item:Q2484496"

The following pages link to On the resultant property of the Fisher information matrix of a vector ARMA process (Q2484496):

Displaying 14 items.

• Matrix algebraic properties of the Fisher information matrix of stationary processes (Q296456) (← links)
• Transformed statistical distance measures and the Fisher information matrix (Q426061) (← 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)
• Efficient Monte Carlo computation of Fisher information matrix using prior information (Q962252) (← links)
• Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise (Q1925988) (← links)
• Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
• A simulation algorithm for non-causal VARMA processes (Q2018622) (← links)
• Business cycle analysis and VARMA models (Q2271626) (← links)
• An algorithm for the exact Fisher information matrix of vector ARMAX time series (Q2442353) (← links)
• On the Fisher information matrix of a vector ARMA process (Q2453004) (← links)
• The Co-Integrated Vector Autoregression with Errors–in–Variables (Q5864352) (← links)
• Exact Fisher information of generalized Dirichlet multinomial distribution for count data modeling (Q6154472) (← links)