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- W1554050285 abstract "In this paper we study the Fisher information matrix for a stationary ARMA process with the aid of Sylvester’s resultant matrix. Some properties are explained via realizations in state space form of the derivates of the white noise process with respect to the parameters." @default.
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- W1554050285 date "1997-01-01" @default.
- W1554050285 modified "2023-09-27" @default.
- W1554050285 title "On Fisher’s Information Matrix of an ARMA Process" @default.
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- W1554050285 doi "https://doi.org/10.1007/978-1-4612-1980-4_21" @default.
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