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Results: 31
Number of items: 31
  • Open Access
    Klein, A., Mélard, G., Niemczyk, J., & Zahaf, T. (2004). A program for computing the exact Fisher information matrix of a Gaussian VARMA model. (UvA Econometrics; No. 2004/15). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/486fulltext.pdf
  • Open Access
    Klein, A., Mélard, G., & Spreij, P. (2004). On the resultant property of the Fisher information matrix of a vector ARMA process. (UvA Econometrics Discussion Paper; No. 2004/13). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/483fulltext.pdf
  • Open Access
    Klein, A., & Spreij, P. (2004). On the solution of Stein's equation and Fisher information matrix of an ARMAX process. (UvA Econometrics Discussion Paper; No. 2004/11). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/481fulltext.pdf
  • Open Access
    Klein, A., Mélard, G., & Niemczyk, J. (2004). Corrections to "Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules". (UvA Econometrics Discussion Paper; No. 2004/14). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/487fulltext.pdf
  • Open Access
    Klein, A., & Spreij, P. (2004). An explicit expression for the Fisher information matrix of a multiple time series process. (UvA Econometrics Discussion Paper; No. 2004/12). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/482fulltext.pdf
  • Klein, A. A. B., & Spreij, P. J. C. (2003). Some results on Vandermonde matrices with an application to time series analysis. SIAM Journal on Matrix Analysis and Applications, 25(1), 213-223. https://doi.org/10.1137/S0895479802402892
  • Open Access
    Klein, A., & Mélard, G. (2003). An algorithm for computing the asymptotic Fisher information matrix for seasonal SISO models. (UvA Econometrics Discussion Paper; No. 2003/04). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/472fulltext.pdf
  • Open Access
    Klein, A. A. B., & Spreij, P. J. C. (2002). On Stein’s equation, Vandermonde matrices and Fisher’s information matrix of time series processes. Part II: The ARMAX process. (UvA Econometrics Discussion Paper; No. 2002/04). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/463fulltext.pdf
  • Open Access
    Klein, A. A. B., & Spreij, P. (2002). Some results on Vandermonde matrices with an application to time series analysis. (UvA Econometrics Discussion Paper; No. 2002/03). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/462fulltext.pdf
  • Klein, A., & Spreij, P. (2001). On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. Part I: The autoregressive moving average process. Linear Algebra and Its Applications, 329(1-3), 9-47. https://doi.org/10.1016/S0024-3795(01)00231-2
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