On the solution of Stein’s equation and Fisher’s information matrix of an ARMAX process-Reference-Cited by-同舟云学术

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On the solution of Stein’s equation and Fisher’s information matrix of an ARMAX process

Published:2005-02 Issue: Volume:396 Page:1-34
ISSN:0024-3795
Container-title:Linear Algebra and its Applications
language:en
Short-container-title:Linear Algebra and its Applications

Author:

Klein André,Spreij Peter

Publisher

Elsevier BV

Subject

Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory

Reference15 articles.

1. Time Series: Theory and Methods;Brockwell,1991

2. The Statistical Theory of Linear Systems;Hannan,1988

3. Physics from Fisher Information: A Unification;Frieden,1998

4. Science from Fisher Information: A Unification;Frieden,2004

5. On the computation of the Cramér–Rao bound for ARMA parameter estimation;Friedlander;IEEE Trans. Acoust. Speech Signal Process.,1984

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1. Inverse and Direct Solutions of the Discrete Time Lyapunov Equation With System Matrix in Companion Form;IEEE Access;2021

2. Restarted global FOM and GMRES algorithms for the Stein-like matrix equation X+M(X)=C;Applied Mathematics and Computation;2019-05

3. The GPBiCOR Method for Solving the General Matrix Equation and the General Discrete-Time Periodic Matrix Equations;IEEE Access;2018

4. Selective modal control for vibration reduction in flexible structures;Automatica;2017-01

5. Computational Methods for Linear Matrix Equations;SIAM Review;2016-01

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