The information matrices of the parameters of multiple mixed time series

H. Joseph Newton

Journal of Multivariate Analysis, 1978, vol. 8, issue 2, 317-323

Abstract: Closed form matrix equations are given for the information matrix of the parameters of the vector mixed autoregressive moving average time series model.

Keywords: Multiple; mixed; time; series; information; matrices (search for similar items in EconPapers)
Date: 1978
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Citations: View citations in EconPapers (8)

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