On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices (Q1914329)
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scientific article; zbMATH DE number 885177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices |
scientific article; zbMATH DE number 885177 |
Statements
On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices (English)
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21 August 1996
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Cramer-Rao bound
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autoregressive moving average models
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exogeneous component
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error covariance matrix
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inverse of Fisher's information matrix
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Sylvester's resultant matrices
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ARMAX process
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Wald test statistic for testing common roots
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