Pages that link to "Item:Q959872"

The following pages link to Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872):

Displaying 11 items.

• Matrix algebraic properties of the Fisher information matrix of stationary processes (Q296456) (← links)
• Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation (Q417806) (← links)
• Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes (Q848578) (← links)
• A generalization of Whittle's formula for the information matrix of vector-mixed time series (Q1595149) (← links)
• Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150) (← links)
• On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
• On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices (Q1914329) (← links)
• Asymptotic Fisher information matrix of Markov switching VARMA models (Q2397135) (← links)
• An algorithm for the exact Fisher information matrix of vector ARMAX time series (Q2442353) (← links)
• On the Fisher information matrix of a vector ARMA process (Q2453004) (← links)
• On the resultant property of the Fisher information matrix of a vector ARMA process (Q2484496) (← links)