An algorithm for the exact Fisher information matrix of vector ARMAX time series (Q2442353)
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scientific article; zbMATH DE number 6277967
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| default for all languages | No label defined |
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| English | An algorithm for the exact Fisher information matrix of vector ARMAX time series |
scientific article; zbMATH DE number 6277967 |
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An algorithm for the exact Fisher information matrix of vector ARMAX time series (English)
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3 April 2014
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matrix differentiation
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vector ARMAX process
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E4 toolbox
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0.8661050796508789
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0.8431549668312073
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0.8334161639213562
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0.827688455581665
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0.8142439723014832
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