On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
| Authors | |
|---|---|
| Publication date | 1996 |
| Journal | Linear Algebra and Its Applications |
| Volume | Issue number | 237/238 |
| Pages (from-to) | 579-590 |
| Number of pages | 12 |
| Organisations |
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| Abstract |
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. |
| Document type | Article |
| Published at | https://doi.org/10.1016/0024-3795(95)00552-8 |
| Permalink to this page | |
