An explicit expression for the Fisher information matrix of a multiple time series process (Q2497951)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit expression for the Fisher information matrix of a multiple time series process |
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An explicit expression for the Fisher information matrix of a multiple time series process (English)
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4 August 2006
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matrix differential rules
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matrix polynomial
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Fisher information matrix
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VARMA process
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