Calculation of the Fisher Information Matrix for Periodic ARMA Models
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1081/STA-200054428
Reference21 articles.
1. Model-Building Problem of Periodically Correlatedm-Variate Moving Average Processes
2. ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS
3. Time Series: Theory and Methods
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