Pages that link to "Item:Q959872"
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The following pages link to Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872):
Displaying 7 items.
- Matrix algebraic properties of the Fisher information matrix of stationary processes (Q296456) (← links)
- Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation (Q417806) (← links)
- Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes (Q848578) (← links)
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← 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)
