Search results
Results: 31
Number of items: 31
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Klein, A., & Spreij, P. (2014). A block Hankel generalized confluent Vandermonde matrix. Linear Algebra and Its Applications, 455, 32-72. https://doi.org/10.1016/j.laa.2014.05.002
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Klein, A., & Spreij, P. J. C. (2012). Transformed statistical distance measures and the fisher information matrix. Linear Algebra and Its Applications, 437(2), 692-712. https://doi.org/10.1016/j.laa.2012.03.002
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Klein, A., & Melard, G. (2011). An algorithm for the exact Fisher information matrix of vector ARMAX time series processes. (UvA-Econometrics Discussion Paper; No. 2011/05). Universiteit van Amsterdam. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/4C656C213EE5C0C2C1257952004A4A55/$file/1105.pdf
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Klein, A., & Spreij, P. (2010). Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes. Linear Algebra and Its Applications, 432(8), 1975-1989. https://doi.org/10.1016/j.laa.2009.06.027
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Klein, A., & Spreij, P. (2009). Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices. Linear Algebra and Its Applications, 430(2-3), 674-691. https://doi.org/10.1016/j.laa.2008.09.019
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Klein, A., Melard, G., & Saidi, A. (2008). The asymptotic and exact Fisher information matrices of a vector ARMA process. Statistics & Probability Letters, 78(12), 1430-1433. https://doi.org/10.1016/j.spl.2007.12.013
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Klein, A. A. B., & Spreij, P. J. C. (2007). Recursive solution of certain structured linear systems. SIAM Journal on Matrix Analysis and Applications, 29(4), 1191-1217. https://doi.org/10.1137/060656115 -
Klein, A., & Spreij, P. (2006). The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process. Linear Algebra and Its Applications, 416(1), 160-174. https://doi.org/10.1016/j.laa.2006.02.016
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Klein, A. A. B., & Spreij, P. J. C. (2006). An explicit expression for the Fisher information matrix of a multiple time series process. Linear Algebra and Its Applications, 417(1), 140-149. https://doi.org/10.1016/j.laa.2005.04.024
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Klein, A. A. B., & Mélard, G. (2004). An algorithm for computing the asymptotic Fisher information matrix for seasonal SISO models. Journal of Time Series Analysis, 25(5), 627-648. https://doi.org/10.1111/j.1467-9892.2004.01863.x
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