Necessary and Sufficient Condition for Nonsingular Fisher Information Matrix in ARMA Models
arXiv:1611.01387 · doi:10.1080/00031305.1999.10474433
Abstract
It is demonstrated that a necessary and sufficient condition that the Fisher information matrix of an ARMA model be nonsingular is that the model not be redundant, that is, the autoregressive and moving-average polynomials do not share common roots.
5 pages