Matrix Algebraic Properties of the Fisher Information Matrix of Stationary Processes
نویسندگان
چکیده
منابع مشابه
Matrix Algebraic Properties of the Fisher Information Matrix of Stationary Processes
In this survey paper, a summary of results which are to be found in a series of papers, is presented. The subject of interest is focused on matrix algebraic properties of the Fisher information matrix (FIM) of stationary processes. The FIM is an ingredient of the Cramér-Rao inequality, and belongs to the basics of asymptotic estimation theory in mathematical statistics. The FIM is interconnecte...
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ژورنال
عنوان ژورنال: Entropy
سال: 2014
ISSN: 1099-4300
DOI: 10.3390/e16042023