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On the Fisher information matrix of a vector ARMA process

✍ Scribed by Bao, Yong; Hua, Ying

Book ID: 122112950
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 376 KB
Volume: 123
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2014.01.019

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