A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process
type: Item
instance of: scholarly article
title: A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process
zbMATH Open document ID: 1436.62029
author: Maddalena Cavicchioli
published in: Statistical Methods and Applications
publication date: 2020-04-07T00:00:00Z
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7187910
zbMATH Keywords: Fisher information matrix
zbMATH Keywords: matrix differential calculus
zbMATH Keywords: Markov switching VARMA process
MaRDI profile type: Publication
full work available at URL: s10260-019-00472-y
OpenAlex ID: W2946222257
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Wikidata QID: Q127800681
DOI: 10.1007/S10260-019-00472-Y
description: scientific article; zbMATH DE number 7187910