A generalization of Whittle's formula for the information matrix of vector-mixed time series (Q1595149)
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scientific article; zbMATH DE number 1563488
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| English | A generalization of Whittle's formula for the information matrix of vector-mixed time series |
scientific article; zbMATH DE number 1563488 |
Statements
A generalization of Whittle's formula for the information matrix of vector-mixed time series (English)
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17 August 2001
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Hermitian matrix
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permutation matrix
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Fisher's information matrix
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spectral density
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0.8488487005233765
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0.7888990044593811
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0.7641558647155762
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0.7391822338104248
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0.7316678166389465
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