On the Dispersion Matrix of the Maximum Likelihood Estimators of the Parameters of a Dynamic Model.
Abstract
The approximation of a Toeplitz matrix by a circulant matrix is used to derive the dispersion matrix of the parameters of a dynamic model when the error process is known and when one has an approximation of the value of the parameters. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1972
- Accession Number
- AD0757512
Entities
People
- Bernard Viort
Organizations
- University of Wisconsin–Madison