Hypothesis testing of common roots (Q1332871)

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scientific article; zbMATH DE number 633672
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English
Hypothesis testing of common roots
scientific article; zbMATH DE number 633672

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    Hypothesis testing of common roots (English)
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    5 September 1994
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    state space model
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    spectral density
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    Sylvester's resultant matrix
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    companion matrix
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    singular Fisher information matrix
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    Kalman filter
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    Wald-test
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    testing common roots of polynomials
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    inverse of the Fisher information matrix
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