Klein, André; Mélard, Guy An algorithm for the exact Fisher information matrix of vector ARMAX time series. (English) Zbl 1283.62186 Linear Algebra Appl. 446, 1-24 (2014). MSC: 62M10 15B99 65C60 PDFBibTeX XMLCite \textit{A. Klein} and \textit{G. Mélard}, Linear Algebra Appl. 446, 1--24 (2014; Zbl 1283.62186) Full Text: DOI Link
Klein, André; Spreij, Peter Transformed statistical distance measures and the Fisher information matrix. (English) Zbl 1239.62061 Linear Algebra Appl. 437, No. 2, 692-712 (2012). MSC: 62H05 15B99 62M10 62H99 PDFBibTeX XMLCite \textit{A. Klein} and \textit{P. Spreij}, Linear Algebra Appl. 437, No. 2, 692--712 (2012; Zbl 1239.62061) Full Text: DOI arXiv