On the Fisher information matrix of a vector ARMA process
Year of publication: |
2014
|
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Authors: | Bao, Yong ; Hua, Ying |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 123.2014, 1, p. 14-16
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Subject: | Fisher information matrix | VARMA | Gaussian maximum likelihood estimator | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | ARMA-Modell | ARMA model |
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