The Information Matrices of the Parameters of Multiple Mixed Times Series.

Abstract

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

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1977
Accession Number
ADA056338

Entities

People

  • H. Joseph Newton

Organizations

  • University at Buffalo

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Covariance
  • Data Science
  • Equations
  • Estimators
  • Information Science
  • Integrals
  • Military Research
  • New York
  • Power Series
  • Probability
  • Random Variables
  • Square Roots
  • Statistical Analysis
  • Statistics
  • Two Dimensional
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.