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A generalization of bernstein’s formula for the width of a strip in which a function is holomorphic

✍ Scribed by G. V. Radzievskii


Publisher
Springer US
Year
1999
Tongue
English
Weight
896 KB
Volume
33
Category
Article
ISSN
0016-2663

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A generalization of Whittle's formula fo
✍ André Klein 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 105 KB

In a pioneering paper Whittle developed a formula for expressing Fisher's information matrix of multivariate time series models (cf. P. Whittle, J. Royal Statist Soc. B 15 (1953) 125-139). It is described as a function of the spectral density of the time series process. The existing relationship is