Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872)
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scientific article; zbMATH DE number 5382409
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| English | Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices |
scientific article; zbMATH DE number 5382409 |
Statements
Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (English)
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12 December 2008
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matrix differential calculus
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matrix polynomial
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Fisher information matrix
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VARMAX process
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Whittle formula
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0.8641892671585083
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0.8609720468521118
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0.8488487005233765
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0.8488487005233765
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0.8477075695991516
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