The information matrices of the parameters of multiple mixed time series
type: Item
instance of: scholarly article
title: The information matrices of the parameters of multiple mixed time series
zbMATH Open document ID: 0385.62069
DOI: 10.1016/0047-259X(78)90082-9
author: H. Joseph Newton
published in: Journal of Multivariate Analysis
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 3599356
MaRDI profile type: Publication
cites work: Maximum likelihood identification of Gaussian autoregressive moving average models
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cites work: Vector linear time series models
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cites work: Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
cites work: Block Toeplitz Matrix Inversion
cites work: Linear Statistical Inference and its Applications
full work available at URL: 0047-259x(78)90082-9
OpenAlex ID: W2040728131
description: scientific article; zbMATH DE number 3599356