The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process (Q2497248)
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scientific article; zbMATH DE number 5043497
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| English | The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process |
scientific article; zbMATH DE number 5043497 |
Statements
The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process (English)
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4 August 2006
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ARMA process
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Fisher information matrix
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Stein's equation
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Sylvester's resultant matrix
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Bezout matrix
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state space realization
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0.8990926
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0.8978903
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0.8925215
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0.8787515
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0.8676921
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0.84912777
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