Computation of the Fisher information matrix for time series models

Authors
Publication date 1995
Journal Journal of Computational and Applied Mathematics
Volume | Issue number 64
Pages (from-to) 57-68
Number of pages 12
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Abstract The Fisher information matrix is useful in time series modeling mainly because the significance of estimated parameters can also be derived from it. It can also be used in iterative procedures of parameter estimation. The paper is mainly concerned with algorithmic aspects related to the computation of that matrix either asymptotically or exactly. After a review of the literature on the subject, several recent methods are described and compared from the point of view of (a) complexity, (b) accuracy, and (c) the class of models for which they can be used.
Document type Article
Published at https://doi.org/10.1016/0377-0427(95)00006-2
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