On the Fisher information matrix of a vector ARMA process
Yong Bao; Ying Hua
| 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 | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010399080