A generalization of Whittle's formula for the information matrix of vector-mixed time series (Q1595149)

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scientific article; zbMATH DE number 1563488
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A generalization of Whittle's formula for the information matrix of vector-mixed time series
scientific article; zbMATH DE number 1563488

    Statements

    A generalization of Whittle's formula for the information matrix of vector-mixed time series (English)
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    17 August 2001
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    Hermitian matrix
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    permutation matrix
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    Fisher's information matrix
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    spectral density
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