Pages that link to "Item:Q945777"
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The following pages link to The asymptotic and exact Fisher information matrices of a vector ARMA process (Q945777):
Displayed 6 items.
- Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes (Q848578) (← links)
- Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
- A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process (Q1985964) (← links)
- Asymptotic Fisher information matrix of Markov switching VARMA models (Q2397135) (← 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)