Calculation of the Fisher Information Matrix for Periodic ARMA Models (Q4681055)
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scientific article; zbMATH DE number 2176007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculation of the Fisher Information Matrix for Periodic ARMA Models |
scientific article; zbMATH DE number 2176007 |
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Calculation of the Fisher Information Matrix for Periodic ARMA Models (English)
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14 June 2005
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Fisher information matrix
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periodically correlated autoregressive moving average processes
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periodic autocovariance functions
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recursive estimation
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0.9111133
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0.9041735
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0.9014986
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0.89442104
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0.8925299
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0.8914193
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