A generalization of Whittle's formula for the information matrix of vector-mixed time series (Q1595149)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A generalization of Whittle's formula for the information matrix of vector-mixed time series
scientific article

    Statements

    A generalization of Whittle's formula for the information matrix of vector-mixed time series (English)
    0 references
    17 August 2001
    0 references
    Hermitian matrix
    0 references
    permutation matrix
    0 references
    Fisher's information matrix
    0 references
    spectral density
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references