Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes

DOI10.1016/j.laa.2009.06.027zbMath1191.94071OpenAlexW2132060284MaRDI QIDQ848578

Peter Spreij, Andre Klein

Publication date: 4 March 2010

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2009.06.027

zbMATH Keywords

Fisher information matrixmatrix polynomialmultiple-tensor Sylvester matrixVARMAX process

Mathematics Subject Classification ID

Factorization of matrices (15A23) Hermitian, skew-Hermitian, and related matrices (15B57) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Matrix algebraic properties of the Fisher information matrix of stationary processes

Cites Work

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• Science from Fisher Information

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