A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process
Crossref DOI link: https://doi.org/10.1007/s10260-019-00472-y
Published Online: 2019-05-25
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cavicchioli, Maddalena http://orcid.org/0000-0001-7125-8111
Text and Data Mining valid from 2019-05-25
Version of Record valid from 2019-05-25
Article History
Accepted: 18 May 2019
First Online: 25 May 2019