Necessary and Sufficient Condition for Nonsingular Fisher Information Matrix in ARMA and Fractional ARIMA Models
نویسندگان
چکیده
منابع مشابه
A Necessary and Suucient Condition for Equality in the Matrix Fisher-information-inequality
A necessary and suucient condition for equality in the matrix form of the Fisher-Information inequality is derived. In this technical report we consider the matrix form of the Fisher Information Inequality (FII), which was introduced in 5]. In particular, we provide a necessary and suucient condition for equality in the matrix-FII. We rst introduce a special form of Fisher Information (FI), cal...
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ژورنال
عنوان ژورنال: The American Statistician
سال: 1999
ISSN: 0003-1305,1537-2731
DOI: 10.1080/00031305.1999.10474433