On the Fisher information matrix of a vector ARMA process (Q2453004)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Fisher information matrix of a vector ARMA process |
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On the Fisher information matrix of a vector ARMA process (English)
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6 June 2014
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Fisher information matrix
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VARMA
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Gaussian maximum likelihood estimator
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