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Publication:3350579
zbMath0726.62149MaRDI QIDQ3350579
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Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
time seriesmaximum likelihood estimatorARMA modelsFisher's information matrixGaussian autoregressive-moving average process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)
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The information matrix of multiple-input single-output time series models ⋮ Matrix algebraic properties of the Fisher information matrix of stationary processes ⋮ Computation of the Fisher information matrix for time series models ⋮ Computation of the exact information matrix of Gaussian dynamic regression time series models
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