On a fast algorithm for the exact information matrix of a Gaussian ARMA time series
| Year of publication: |
1994-08
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|---|---|
| Authors: | Melard, Guy ; Klein, André |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in: I E E E Transactions on Signal Processing (1994) v.42 n° 8,p.2201-2203 |
| Source: |
Persistent link: https://www.econbiz.de/10008574430