An algorithm for the exact Fisher information matrix of vector ARMAX time series (Q2442353)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for the exact Fisher information matrix of vector ARMAX time series |
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An algorithm for the exact Fisher information matrix of vector ARMAX time series (English)
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3 April 2014
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matrix differentiation
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vector ARMAX process
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E4 toolbox
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