Accession Number : AD0757512

Title :   On the Dispersion Matrix of the Maximum Likelihood Estimators of the Parameters of a Dynamic Model.

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Viort,Bernard

Report Date : OCT 1972

Pagination or Media Count : 31

Abstract : The approximation of a Toeplitz matrix by a circulant matrix is used to derive the dispersion matrix of the parameters of a dynamic model when the error process is known and when one has an approximation of the value of the parameters. (Author)

Descriptors :   (*STATISTICAL ANALYSIS, MATRICES(MATHEMATICS)), STOCHASTIC PROCESSES, POLYNOMIALS, CORRELATION TECHNIQUES, ITERATIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE