On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
type: Item
instance of: scholarly article
title: On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
zbMATH Open document ID: 0843.62087
DOI: 10.1016/0024-3795(95)00552-8
author: Peter Spreij
author: André Klein
published in: Linear Algebra and its Applications
publication date: 1996-08-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 15A99
Mathematics Subject Classification ID: 15A24
zbMATH DE Number: 885177
zbMATH Keywords: Cramer-Rao bound
zbMATH Keywords: autoregressive moving average models
zbMATH Keywords: exogeneous component
zbMATH Keywords: error covariance matrix
zbMATH Keywords: inverse of Fisher's information matrix
zbMATH Keywords: Sylvester's resultant matrices
zbMATH Keywords: ARMAX process
zbMATH Keywords: Wald test statistic for testing common roots
MaRDI profile type: Publication
full work available at URL: 0024-3795(95)00552-8
OpenAlex ID: W2132470644
cites work: A New Formulation of the Theorems of Hurwitz, Routh and Sturm
cites work: Matrices, polynomials, and linear time-variant systems
cites work: Mathematical Description of Linear Dynamical Systems
cites work: Hypothesis testing of common roots
cites work: Q5511769
cites work: On covariance function tests used in system identification
description: scientific article; zbMATH DE number 885177