- On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
- Linear Algebra and its Applications
- Pages (from-to)
- Number of pages
- Document type
- Faculty of Economics and Business (FEB)
- Amsterdam School of Economics Research Institute (ASE-RI)
- We establish a relation between Fisher's information matrix of a stationary
autoregressive moving average process, with an exogenous component, and two
Sylvester's resultant matrices.
- go to publisher's site
If you believe that digital publication of certain material infringes any of your rights or (privacy) interests, please let the Library know, stating your reasons. In case of a legitimate complaint, the Library will make the material inaccessible and/or remove it from the website. Please Ask the Library, or send a letter to: Library of the University of Amsterdam, Secretariat, Singel 425, 1012 WP Amsterdam, The Netherlands. You will be contacted as soon as possible.