Computation of the exact information matrix of Gaussian dynamic regression time series models
type: Item
instance of: scholarly article
title: Computation of the exact information matrix of Gaussian dynamic regression time series models
zbMATH Open document ID: 0929.62094
author: Guy Mélard
author: Toufik Zahaf
author: André Klein
published in: The Annals of Statistics
publication date: 1999-11-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1359557
zbMATH Keywords: information matrix
zbMATH Keywords: SISO models
zbMATH Keywords: Chandrasekhar equations
describes a project that uses: AS 197
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1024691256
OpenAlex ID: W2071973071
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DOI: 10.1214/AOS/1024691256
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description: scientific article; zbMATH DE number 1359557