On a fast algorithm for the exact information matrix of a Gaussian ARMA time series
Guy Melard and
André Klein
ULB Institutional Repository from ULB -- Universite Libre de Bruxelles
Date: 1994-08
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Published in: I E E E Transactions on Signal Processing (1994) v.42 n° 8,p.2201-2203
Downloads: (external link)
https://dipot.ulb.ac.be/dspace/bitstream/2013/13730/1/KLEIN6.pdf KLEIN6 (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:ulb:ulbeco:2013/13730
Ordering information: This working paper can be ordered from
http://hdl.handle.ne ... ulb.ac.be:2013/13730
Access Statistics for this paper
More papers in ULB Institutional Repository from ULB -- Universite Libre de Bruxelles Contact information at EDIRC.
Bibliographic data for series maintained by Benoit Pauwels ().