NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES (Q4272773)
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scientific article; zbMATH DE number 472913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES |
scientific article; zbMATH DE number 472913 |
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NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES (English)
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20 December 1993
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non-singularity
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identifiability
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Gaussian \(\text{ARMA}(p,q)\) process
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average Fisher information
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finite-order
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