Accession Number:

AD0757512

Title:

On the Dispersion Matrix of the Maximum Likelihood Estimators of the Parameters of a Dynamic Model.

Descriptive Note:

Technical rept.,

Corporate Author:

WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s):

Report Date:

1972-10-01

Pagination or Media Count:

31.0

Abstract:

The approximation of a Toeplitz matrix by a circulant matrix is used to derive the dispersion matrix of the parameters of a dynamic model when the error process is known and when one has an approximation of the value of the parameters. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE