Accession Number:

ADA056338

Title:

The Information Matrices of the Parameters of Multiple Mixed Times Series.

Descriptive Note:

Technical rept.,

Corporate Author:

STATE UNIV OF NEW YORK AT BUFFALO AMHERST STATISTICAL SCIENCE DIV

Personal Author(s):

• Newton,H. Joseph

Report Date:

1977-06-01

Pagination or Media Count:

22.0

Abstract:

Closed form matrix equations are given for the information matrix of the parameters of the vector mixed autoregressive moving average time series model. Author

Descriptors:

• *TIME SERIES ANALYSIS
• *REGRESSION ANALYSIS
• MATRICES(MATHEMATICS)

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE