Matrix algebraic properties of the Fisher information matrix of stationary processes
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Publication:296456
DOI10.3390/e16042023zbMath1338.60108MaRDI QIDQ296456
Publication date: 15 June 2016
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/e16042023
62F10: Point estimation
60G10: Stationary stochastic processes
62B10: Statistical aspects of information-theoretic topics
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