Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models (Q4387651)
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scientific article; zbMATH DE number 1151743
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| English | Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models |
scientific article; zbMATH DE number 1151743 |
Statements
Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models (English)
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16 November 1998
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computational method
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derivative processes
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impulse response coefficients
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Kronecker indices
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reversed echelon form
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matrix differentiation
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vector autoregressive moving average model
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0.8324794173240662
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0.8186809420585632
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