A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process (Q1985964)
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scientific article; zbMATH DE number 7187910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process |
scientific article; zbMATH DE number 7187910 |
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A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process (English)
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7 April 2020
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Fisher information matrix
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matrix differential calculus
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Markov switching VARMA process
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