Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150)
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scientific article; zbMATH DE number 1563489
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| English | Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules |
scientific article; zbMATH DE number 1563489 |
Statements
Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (English)
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17 August 2001
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matrix differentiation
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vector autoregressive moving average model
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Fisher information matrix
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0.8661050796508789
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0.8641892671585083
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0.8601557016372681
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0.858601987361908
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