Computation of the exact information matrix of Gaussian dynamic regression time series models

Annals of Statistics

Volumn 26, Issue 4, 1998, Pages 1636-1650

  Klein, André ^a   Mélard, Guy ^b   Zahaf, Toufik ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Chandrasekhar equations; Information matrix; SISO models

Indexed keywords

EID: 0041171593     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1024691256     Document Type: Article

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