Title of article :
On Fisherʹs information matrix of an ARMAX process and Sylvesterʹs resultant matrices Original Research Article
Author/Authors :
André Klein، نويسنده , , Peter Spreij، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
We establish a relation between Fisherʹs information matrix of a stationary autoregressive moving average process, with an exogenous component, and two Sylvesterʹs resultant matrices.
Journal title :
Linear Algebra and its Applications
Journal title :
Linear Algebra and its Applications