Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules
| Year of publication: |
2000
|
|---|---|
| Authors: | Klein, André ; Melard, Guy ; Zahaf, Toufik |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in: Linear Algebra and Its Applications (2000) v.321,p.209-232 |
| Source: |
Persistent link: https://www.econbiz.de/10008590268