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Results: 31
Number of items: 31
  • Klein, A. A. B., Melard, G., & Zahaf, T. (2000). Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules. Linear Algebra and Its Applications, (321), 209-232. https://doi.org/10.1016/S0024-3795(99)00045-2
  • Klein, A. A. B., & Neudecker, H. (2000). A direct derivation of the exact Fisther information matrix of Gaussian vector state space models. Linear Algebra and Its Applications, (321), 233-238. https://doi.org/10.1016/S0024-3795(99)00177-9
  • Klein, A. A. B. (2000). A generalization of Whittle's formula for the information matrix of vector mixed time series. Linear Algebra and Its Applications, (321), 197-208. https://doi.org/10.1016/S0024-3795(99)00260-8
  • Klein, A. A. B., & Spreij, P. J. C. (2000). On the application of Vandermonde matrices to time series analysis. Korteweg de Vries Institute of Mathematics series: Math Preprints, Publ. 00(18).
  • Klein, A. A. B., Melard, G., & Zahaf, T. (1998). Computation of the Exact Information Matrix of Gaussian Dynamic Regression Time Series Models. The Annals of Statistics, 26(4), 1636-1650. https://doi.org/10.1214/aos/1024691256
  • Klein, A., & Spreij, P. (1997). On Fisher's information matrix of an ARMA process. In I. Csiszár, & G. Michaletzky (Eds.), Stochastic Differential and Difference Equations (pp. 273-284). (Progress in Systems and Control Theory; Vol. 23). Birkhäuser. https://doi.org/10.1007/978-1-4612-1980-4_21
  • Klein, A. A. B., & Spreij, P. J. C. (1996). On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices. Linear Algebra and Its Applications, 237/238, 579-590. https://doi.org/10.1016/0024-3795(95)00552-8
  • Klein, A. A. B. (1996). Forecasting the Antwerp maritime traffic flows using tranformations and intervention models. Journal of Forecasting, 15, 395-412. https://doi.org/10.1002/(SICI)1099-131X(199609)15:5<395::AID-FOR628>3.0.CO;2-7
  • Klein, A. A. B., & de Gooijer, J. G. (1996). Cumulated prediction errors of multivariate time series models. Random Operators and Stochastic Equations, 4, 111-117.
  • Klein, A. A. B., & de Gooijer, J. G. (1996). Cumulated prediction errors of multivariate time series. (TI discussion paper; No. 96-34/7). Tinbergen Institute.
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