- On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
- Linear Algebra and its Applications
- 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.
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