| Publication | Date of Publication | Type |
|---|
Matrix algebraic properties of the Fisher information matrix of stationary processes
Entropy | 2016-06-15 | Paper |
A block Hankel generalized confluent Vandermonde matrix
Linear Algebra and its Applications | 2014-06-18 | Paper |
An algorithm for the exact Fisher information matrix of vector ARMAX time series
Linear Algebra and its Applications | 2014-04-03 | Paper |
Transformed statistical distance measures and the Fisher information matrix
Linear Algebra and its Applications | 2012-06-11 | Paper |
Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes
Linear Algebra and its Applications | 2010-03-04 | Paper |
Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices
Linear Algebra and its Applications | 2008-12-12 | Paper |
Recursive Solution of Certain Structured Linear Systems
SIAM Journal on Matrix Analysis and Applications | 2008-11-06 | Paper |
The asymptotic and exact Fisher information matrices of a vector ARMA process
Statistics & Probability Letters | 2008-09-17 | Paper |
The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process
Linear Algebra and its Applications | 2006-08-04 | Paper |
An explicit expression for the Fisher information matrix of a multiple time series process
Linear Algebra and its Applications | 2006-08-04 | Paper |
On the resultant property of the Fisher information matrix of a vector ARMA process
Linear Algebra and its Applications | 2005-08-01 | Paper |
An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models
Journal of Time Series Analysis | 2005-05-20 | Paper |
On the solution of Stein's equation and Fisher's information matrix of an ARMAX process
Linear Algebra and its Applications | 2005-02-22 | Paper |
Some Results on Vandermonde Matrices with an Application to Time Series Analysis
SIAM Journal on Matrix Analysis and Applications | 2004-01-18 | Paper |
A generalization of Whittle's formula for the information matrix of vector-mixed time series
Linear Algebra and its Applications | 2001-08-17 | Paper |
Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules
Linear Algebra and its Applications | 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
Linear Algebra and its Applications | 2001-06-26 | Paper |
Computation of the exact information matrix of Gaussian dynamic regression time series models
The Annals of Statistics | 1999-11-09 | Paper |
| scientific article; zbMATH DE number 1066380 (Why is no real title available?) | 1997-09-25 | Paper |
Computation of the Fisher information matrix for time series models
Journal of Computational and Applied Mathematics | 1997-02-11 | Paper |
Cumulated prediction errors of multivariate time series models
Random Operators and Stochastic Equations | 1997-01-09 | Paper |
On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
Linear Algebra and its Applications | 1996-08-21 | Paper |
Hypothesis testing of common roots
Statistics & Probability Letters | 1994-09-05 | Paper |
FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS
Journal of Time Series Analysis | 1990-01-01 | Paper |
