A generalization of Whittle's formula for the information matrix of vector-mixed time series

Linear Algebra and Its Applications

Volumn 321, Issue 1-3, 2000, Pages 197-208

  Klein, André ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

15A57; 62B10; Fisher's information matrix; Hermitian matrix; Permutation matrix; Spectral density

Indexed keywords

EID: 0034364713     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(99)00260-8     Document Type: Article

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