On Fisher's information matrix of an ARMA process

P.J.C. Spreij, A. Klein

    Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

    Original languageEnglish
    Title of host publicationStochastic differential and difference equations
    EditorsI. Csiszar, G. Michaletzky
    Place of PublicationBoston
    PublisherBirkhauser
    Pages273-284
    Publication statusPublished - 1997

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