Hypothesis testing of common roots

DOI10.1016/0167-7152(94)90033-7zbMath0797.62010OpenAlexW2002868096MaRDI QIDQ1332871

Andre Klein

Publication date: 5 September 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90033-7

zbMATH Keywords

Kalman filtercompanion matrixspectral densitystate space modelsingular Fisher information matrixWald-testinverse of the Fisher information matrixSylvester's resultant matrixtesting common roots of polynomials

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (2)

On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices ⋮ On the resultant property of the Fisher information matrix of a vector ARMA process

Cites Work

• The Lagrangian Multiplier Test
• Testing For Common Roots
• Some Applications of Matrics in the Theory of Equations
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