A Symbolic Algorithm for Checking the Identifiability of a Time-Series Model
Several authors have attempted to compute the asymptotic Fisher information matrix for a univariate or multivariate time-series model to check for its identifiability. This has the form of a contour integral of a matrix of rational functions. A recent paper has proposed a short Wolfram Mathematica n...
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-12-01
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| Series: | Information |
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| Online Access: | https://www.mdpi.com/2078-2489/16/1/16 |
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