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On Fisher's information matrix of an ARMA process and Sylvester's resultant matrix

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  • Klein, A.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

  • Spreij, P.

Abstract

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Suggested Citation

  • Klein, A. & Spreij, P., 1993. "On Fisher's information matrix of an ARMA process and Sylvester's resultant matrix," Serie Research Memoranda 0033, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1993-33
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19930033.pdf
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    References listed on IDEAS

    as
    1. André Klein & Guy Melard, 1990. "Fisher's information matrix for seasonal autoregressive-moving average models," ULB Institutional Repository 2013/13718, ULB -- Universite Libre de Bruxelles.
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