Hypothesis testing of common roots (Q1332871)

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scientific article; zbMATH DE number 633672
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    Hypothesis testing of common roots
    scientific article; zbMATH DE number 633672

      Statements

      Hypothesis testing of common roots (English)
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      5 September 1994
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      state space model
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      spectral density
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      Sylvester's resultant matrix
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      companion matrix
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      singular Fisher information matrix
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      Kalman filter
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      Wald-test
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      testing common roots of polynomials
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      inverse of the Fisher information matrix
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