Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules
type: Item
instance of: scholarly article
title: Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules
zbMATH Open document ID: 0966.62058
DOI: 10.1016/S0024-3795(99)00045-2
author: Guy Mélard
author: Toufik Zahaf
author: André Klein
published in: Linear Algebra and its Applications
publication date: 2001-08-17T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 26B12
Mathematics Subject Classification ID: 62B10
zbMATH DE Number: 1563489
zbMATH Keywords: matrix differentiation
zbMATH Keywords: vector autoregressive moving average model
zbMATH Keywords: Fisher information matrix
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1563489