Matrix Algebraic Properties of the Fisher Information Matrix of Stationary Processes

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 Cram´er-Rao inequality, and belongs...

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Bibliographic Details
Main Author: André Klein
Format: Article
Language:English
Published: MDPI AG 2014-04-01
Series:Entropy
Subjects:
Bezout matrix
Sylvester matrix
tensor Sylvester matrix
Stein equation
Vandermonde matrix
stationary process
matrix resultant
Fisher information matrix
Online Access:http://www.mdpi.com/1099-4300/16/4/2023

Internet

http://www.mdpi.com/1099-4300/16/4/2023

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