André Klein

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Matrix algebraic properties of the Fisher information matrix of stationary processes	2016-06-15	Paper
Transformed statistical distance measures and the Fisher information matrix	2014-06-18	Paper
An algorithm for the exact Fisher information matrix of vector ARMAX time series	2014-04-03	Paper
Transformed statistical distance measures and the Fisher information matrix	2012-06-11	Paper
Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes	2010-03-04	Paper
Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices	2008-12-12	Paper
Recursive Solution of Certain Structured Linear Systems	2008-11-06	Paper
The asymptotic and exact Fisher information matrices of a vector ARMA process	2008-09-17	Paper
The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process	2006-08-04	Paper
An explicit expression for the Fisher information matrix of a multiple time series process	2006-08-04	Paper
On the resultant property of the Fisher information matrix of a vector ARMA process	2005-08-01	Paper
An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models	2005-05-20	Paper
On the solution of Stein's equation and Fisher's information matrix of an ARMAX process	2005-02-22	Paper
Some Results on Vandermonde Matrices with an Application to Time Series Analysis	2004-01-18	Paper
A generalization of Whittle's formula for the information matrix of vector-mixed time series	2001-08-17	Paper
Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules	2001-08-17	Paper
On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process	2001-06-26	Paper
Computation of the exact information matrix of Gaussian dynamic regression time series models	1999-11-09	Paper
https://portal.mardi4nfdi.de/entity/Q4357569	1997-09-25	Paper
Computation of the Fisher information matrix for time series models	1997-02-11	Paper
Cumulated prediction errors of multivariate time series models	1997-01-09	Paper
On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices	1996-08-21	Paper
Hypothesis testing of common roots	1994-09-05	Paper
FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS	1990-01-01	Paper

Research outcomes over time

This page was built for person: André Klein