Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872)
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scientific article; zbMATH DE number 5382409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices |
scientific article; zbMATH DE number 5382409 |
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Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (English)
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12 December 2008
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matrix differential calculus
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matrix polynomial
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Fisher information matrix
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VARMAX process
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Whittle formula
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