Some Results on Vandermonde Matrices with an Application to Time Series Analysis
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Publication:4443808
DOI10.1137/S0895479802402892zbMath1061.65005OpenAlexW2023558121MaRDI QIDQ4443808
Publication date: 18 January 2004
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479802402892
ARMA processFisher information matrixVandermonde matrixStein's equationconfluent Vandermonde matrixautoregressive moving average process
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A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models ⋮ On the solution of Stein's equation and Fisher's information matrix of an ARMAX process ⋮ The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process ⋮ Positivities of Vandermonde tensors
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