FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS (Q3497074)
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scientific article; zbMATH DE number 4169906
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS |
scientific article; zbMATH DE number 4169906 |
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FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS (English)
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1990
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time series
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SARMA models
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Fisher's information matrix
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multiplicative seasonal autoregressive-moving average process
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asymptotic covariance matrix
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Gaussian maximum likelihood estimators
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integrals of rational functions
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autocorrelation function
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0.8806477785110474
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0.8257462978363037
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0.8224314451217651
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0.8151035308837891
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0.8081725835800171
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