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

Volumn 329, Issue 1-3, 2001, Pages 9-47

  Klein, Andre ^a   Spreij, Peter ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

15A09; ARMA process; Fisher information matrix; Left and right inverses; Stein equation; Vandermonde matrices

Indexed keywords

EID: 0035874078     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(01)00231-2     Document Type: Article

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