A program for computing the exact fisher information matrix of a Gaussian VARMA model
| Authors: | Klein, André ; Melard, Guy ; Niemczyk, Jerzy ; Zahaf, Toufik |
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| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in: A C M Transactions on Mathematical Software |
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