On Fisher’s Information Matrix of an ARMA Process-Reference-Cited by-同舟云学术

On Fisher’s Information Matrix of an ARMA Process

Published:1997 Issue: Volume: Page:273-284
ISSN:
Container-title:Stochastic Differential and Difference Equations
language:
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Author:

Klein André,Spreij Peter

Publisher

Birkhäuser Boston

Link

http://link.springer.com/content/pdf/10.1007/978-1-4612-1980-4_21

Reference17 articles.

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3. S. Barnett, Matrices, polynomials and linear time invariant systems, IEEE Trans. Automat. Control, AC-18 (1973),1–10.

4. [ H. Cramér, Mathematical methods of statistics, Princeton NJ;Princeton University Press, 1951.

5. K. Glover and J.C. Willems, Parametrizations of linear dynamical systems: canonical forms and identifiability, IEEE Transactions on Automatic Control, AC-19 (1974), 640–646.

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