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 language | English |
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Pages (from-to) | 579-590 |
Number of pages | 11 |
Journal | Linear Algebra and its Applications |
Volume | 237-238 |
DOIs | |
Publication status | Published - 1996 |