NON‐SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING‐AVERAGE PROCESSES

Xiaobao Wang

Journal of Time Series Analysis, 1993, vol. 14, issue 5, 547-548

Abstract: Abstract. The average Fisher information about the parameter of a finite‐order ARMA process is non‐singular if and only if the parameter is identifiable.

Date: 1993
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