Computing the Exact Fisher Information Matrix of Periodic State-Space Models (Q4904680)
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scientific article; zbMATH DE number 6133055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the Exact Fisher Information Matrix of Periodic State-Space Models |
scientific article; zbMATH DE number 6133055 |
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Computing the Exact Fisher Information Matrix of Periodic State-Space Models (English)
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31 January 2013
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Chandrasekhar-type recursions
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Fisher information matrix
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periodic state-space models
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periodic VARMA model
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