Computing the exact Fisher information matrix of periodic state-space models (Q4904680)
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scientific article; zbMATH DE number 6133055
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| English | Computing the exact Fisher information matrix of periodic state-space models |
scientific article; zbMATH DE number 6133055 |
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Computing the Exact Fisher Information Matrix of Periodic State-Space Models (English)
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31 January 2013
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Chandrasekhar-type recursions
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Fisher information matrix
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periodic state-space models
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periodic VARMA model
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0.8552067279815674
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0.8548649549484253
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0.8431549668312073
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0.8365342020988464
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0.823905885219574
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