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Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules

✍ Scribed by André Klein; Guy Mélard; Toufik Zahaf

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 180 KB
Volume: 321
Category: Article
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(99)00045-2

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