Comments on ``Kalman-filtering methods for computing information matrices for time-invariant, periodic, and generally time-varying VARMA models and samples'' (Q1586272)

The author regards some results of \textit{P. A. Zadrozny} and \textit{S. Mittnik}: Kalman-filtering methods for computing information matrices for time-invariant, periodic, and generally time-varying VARMA models and samples, Comput. Math. Appl. 28, No. 4, 107-119 (1994; Zbl 0799.62100) in relation to \textit{J. Terceiro Lomba}: Estimation of dynamic econometric models with errors in variables, Lecture Notes in Economics and Mathematical Systems 339, Springer-Verlag, New York (1990; Zbl 0699.62103). Further, he treats several issues concerning the efficiency of the algorithm and the state-pace formulation of VARMA models.