On Fisher's information matrix of an ARMAX process

P.J.C. Spreij

    Research output: Contribution to JournalArticleAcademic

    Abstract

    We establish a relation between Fisher's information matrix of a stationary autoregressive moving average process, with an exogenous component, and two Sylvester's resultant matrices.
    Original languageEnglish
    Pages (from-to)579-590
    Number of pages11
    JournalLinear Algebra and its Applications
    Volume237-238
    DOIs
    Publication statusPublished - 1996

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