mw. dr. A.M. (Anke) Klein


  • Faculteit der Maatschappij- en Gedragswetenschappen
    Programmagroep: Developmental Psychology
  • Bezoekadres
    Nieuwe Achtergracht 129  Amsterdam
  • Postadres:
    Nieuwe Achtergracht  129
    1018 WS  Amsterdam
  • A.M.Klein@uva.nl

2014

  • Klein, A., & Spreij, P. (2014). A block Hankel generalized confluent Vandermonde matrix. Linear Algebra and its Applications, 455, 32-72. DOI: 10.1016/j.laa.2014.05.002 [details]

2012

  • Klein, A., & Spreij, P. J. C. (2012). Transformed statistical distance measures and the fisher information matrix. Linear Algebra and its Applications, 437(2), 692-712. DOI: 10.1016/j.laa.2012.03.002 [details]

2010

  • Klein, A., & Spreij, P. (2010). Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes. Linear Algebra and its Applications, 432(8), 1975-1989. DOI: 10.1016/j.laa.2009.06.027 [details]

2009

  • Klein, A., & Spreij, P. (2009). Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices. Linear Algebra and its Applications, 430(2-3), 674-691. DOI: 10.1016/j.laa.2008.09.019 [details]

2008

  • Klein, A., Melard, G., & Saidi, A. (2008). The asymptotic and exact Fisher information matrices of a vector ARMA process. Statistics & Probability Letters, 78(12), 1430-1433. DOI: 10.1016/j.spl.2007.12.013 [details]

2007

  • Klein, A. A. B., & Spreij, P. J. C. (2007). Recursive solution of certain structured linear systems. SIAM Journal on Matrix Analysis and Applications, 29(4), 1191-1217. DOI: 10.1137/060656115 [details] [PDF]

2006

  • Klein, A. A. B., & Spreij, P. J. C. (2006). An explicit expression for the Fisher information matrix of a multiple time series process. Linear Algebra and its Applications, 417(1), 140-149. DOI: 10.1016/j.laa.2005.04.024 [details]
  • Klein, A. A. B., & Spreij, P. J. C. (2006). The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process. Linear Algebra and its Applications, 416(1), 160-174. DOI: 10.1016/j.laa.2006.02.016 [details]
  • Klein, A. A. B., & Spreij, P. J. C. (2006). The Bezoutian, state space realizations and Fisher’s information matrix of an ARMA process. Linear Algebra and its Applications, 416(1), 160-174. DOI: 10.1016/j.laa.2006.02.016 [details]

2005

  • Klein, A. A. B., Mélard, G., & Spreij, P. J. C. (2005). On the resultant property of the Fischer information matrix of a vector ARMA process. Linear Algebra and its Applications, 403, 291-313. DOI: 10.1016/j.laa.2005.02.006 [details]
  • Klein, A. A. B., & Spreij, P. J. C. (2005). On the solution of Stein's equation and Fisher's information matrix of an ARMAX process. Linear Algebra and its Applications, 396, 1-34. DOI: 10.1016/j.laa.2004.08.032 [details]

2004

  • Klein, A. A. B., & Mélard, G. (2004). An algorithm for computing the asymptotic Fisher information matrix for seasonal SISO models. Journal of Time Series Analysis, 25(5), 627-648. DOI: 10.1111/j.1467-9892.2004.01863.x [details]

2003

  • Klein, A. A. B., & Spreij, P. J. C. (2003). Some results on Vandermonde matrices with an application to time series analysis. SIAM Journal on Matrix Analysis and Applications, 25(1), 213-223. DOI: 10.1137/S0895479802402892 [details]

2001

  • Klein, A. A. B., & Spreij, P. J. C. (2001). On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I. The autoregressive moving average process. Linear Algebra and its Applications, 329, 9-47. DOI: 10.1016/S0024-3795(01)00231-2 [details]
  • Klein, A. A. B., & Spreij, P. J. C. (2001). On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. Part I: The autoregressive moving average process. Linear Algebra and its Applications, 329(1-3), 9-47. DOI: 10.1016/S0024-3795(01)00231-2 [details]

2000

  • Klein, A. A. B. (2000). A generalization of Whittle's formula for the information matrix of vector mixed time series. Linear Algebra and its Applications, (321), 197-208. DOI: 10.1016/S0024-3795(99)00260-8 [details]
  • Klein, A. A. B., Melard, G., & Zahaf, T. (2000). Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules. Linear Algebra and its Applications, (321), 209-232. DOI: 10.1016/S0024-3795(99)00045-2 [details]
  • Klein, A. A. B., & Neudecker, H. (2000). A direct derivation of the exact Fisther information matrix of Gaussian vector state space models. Linear Algebra and its Applications, (321), 233-238. DOI: 10.1016/S0024-3795(99)00177-9 [details]

1998

  • Klein, A. A. B., Melard, G., & Zahaf, T. (1998). Computation of the Exact Information Matrix of Gaussian Dynamic Regression Time Series Models. The Annals of Statistics, 26(4), 1636-1650. DOI: 10.1214/aos/1024691256 [details]

1997

  • Klein, A. A. B., & Spreij, P. J. C. (1997). On Fisher's information matrix of an ARMA process. In I. Csiszar, & G. Michaletzky (Eds.), Stochastic Differential and Difference Equations.. (pp. 273-284). Boston: Birkhauser. DOI: 10.1007/978-1-4612-1980-4_21 [details]

1996

  • Klein, A. A. B. (1996). Forecasting the Antwerp maritime traffic flows using tranformations and intervention models. Journal of Forecasting, 15, 395-412. DOI: 10.1002/(SICI)1099-131X(199609)15:5<395::AID-FOR628>3.0.CO;2-7 [details]
  • Klein, A. A. B., & Spreij, P. J. C. (1996). On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices. Linear Algebra and its Applications, 237/238, 579-590. DOI: 10.1016/0024-3795(95)00552-8 [details]
  • Klein, A. A. B., & de Gooijer, J. G. (1996). Cumulated prediction errors of multivariate time series models. Random Operators and Stochastic Equations, 4, 111-117. [details]

1995

  • Klein, A. A. B., & Melard, G. (1995). Computation of the Fisher information matrix for time series models. Journal of Computational and Applied Mathematics, 64, 57-68. DOI: 10.1016/0377-0427(95)00006-2 [details]

1994

  • Klein, A. A. B. (1994). Hypothesis Testing of Common Roots. Statistics & Probability Letters, 20(2), 163-167. DOI: 10.1016/0167-7152(94)90033-7 [details]
  • Klein, A. A. B., & Mélard, G. (1994). Computation of the Fisher information matrix for SISO models. IEEE Transactions On Signal Processing, 42(3), 684-688. DOI: 10.1109/78.277866 [details]
  • Klein, A. A. B., & Mélard, G. (1994). The information matrix of multiple-input single-output time series models. Journal of Computational and Applied Mathematics, 51(3), 349-356. DOI: 10.1016/0377-0427(92)00116-Q [details]
  • Mélard, G., & Klein, A. A. B. (1994). On a fast algorithm for the exact information matrix of a Gaussian ARMA time series. IEEE Transactions On Signal Processing, 42(8), 2201-2203. DOI: 10.1109/78.301860 [details]

1992

  • de Gooijer, J. G., & Klein, A. A. B. (1992). On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes. International Journal of Forecasting, 7(4), 501-513. DOI: 10.1016/0169-2070(92)90034-7 [details]

1990

  • Klein, A. A. B., & Mélard, G. (1990). Fisher’s information matrix for seasonal autoregressive-moving average models. Journal of Time Series Analysis, 11(3), 231-237. DOI: 10.1111/j.1467-9892.1990.tb00054.x [details]

1989

  • Klein, A. A. B., & Mélard, G. (1989). On algorithms for computing the covariance matrix of estimates in autoregressive moving average processes. Computational Statistics Quarterly, 5, 1-9. [details]
  • de Gooijer, J. G., & Klein, A. A. B. (1989). Forecasting the Antwerp Maritime Steel Traffic Flow: A case study. Journal of Forecasting, 8(4), 381-398. DOI: 10.1002/for.3980080404 [details]

1987

  • Klein, A. A. B., & Verbeke, A. (1987). The design of an optimal short-term forecasting system for sea port management: An application to the port of Antwerp. International Journal of Transport Economics, XIV, 57-70. [details]

1982

  • Klein, A. A. B. (1982). An explicit expression for the discrete-time fixed-lag smoothing equation. Journal of Computational and Applied Mathematics, 8(2), 127-129. DOI: 10.1016/0771-050X(82)90066-3 [details]

2000

  • Klein, A. A. B., & Spreij, P. J. C. (2000). On the application of Vandermonde matrices to time series analysis. Korteweg de Vries Institute of Mathematics series: Math Preprints, Publ. 00(18). [details]

1996

  • Klein, A. A. B., & de Gooijer, J. G. (1996). Cumulated prediction errors of multivariate time series. (TI discussion paper; No. 96-34/7). Amsterdam: Tinbergen Institute. [details]

1986

  • Klein, A. A. B. (1986). Stochastic control in port traffic systems. In Fifth IFAC-IFORS Conference on Dynamic Modelling and Control of National Economies. (pp. 287-291). Oxford: Pergamon Press. [details]

2011

  • Klein, A., & Melard, G. (2011). An algorithm for the exact Fisher information matrix of vector ARMAX time series processes. (UvA-Econometrics Discussion Paper; No. 2011/05). Amsterdam: Universiteit van Amsterdam. [details]

2004

  • Klein, A., Mélard, G., & Niemczyk, J. (2004). Corrections to "Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules". (UvA Econometrics Discussion Paper; No. 2004/14). Amsterdam: Department of Quantitative Economics. [details] [PDF]
  • Klein, A., Mélard, G., & Spreij, P. (2004). On the resultant property of the Fisher information matrix of a vector ARMA process. (UvA Econometrics Discussion Paper; No. 2004/13). Amsterdam: Department of Quantitative Economics. [details] [PDF]
  • Klein, A., Mélard, G., Niemczyk, J., & Zahaf, T. (2004). A program for computing the exact Fisher information matrix of a Gaussian VARMA model. (UvA Econometrics; No. 2004/15). Amsterdam: Department of Quantitative Economics. [details] [PDF]
  • Klein, A., & Spreij, P. (2004). An explicit expression for the Fisher information matrix of a multiple time series process. (UvA Econometrics Discussion Paper; No. 2004/12). Amsterdam: Department of Quantitative Economics. [details] [PDF]
  • Klein, A., & Spreij, P. (2004). On the solution of Stein's equation and Fisher information matrix of an ARMAX process. (UvA Econometrics Discussion Paper; No. 2004/11). Amsterdam: Department of Quantitative Economics. [details] [PDF]

2003

  • Klein, A., & Mélard, G. (2003). An algorithm for computing the asymptotic Fisher information matrix for seasonal SISO models. (UvA Econometrics Discussion Paper; No. 2003/04). Amsterdam: Department of Quantitative Economics. [details] [PDF]

2002

  • Klein, A. A. B., & Spreij, P. J. C. (2002). On Stein’s equation, Vandermonde matrices and Fisher’s information matrix of time series processes. Part II: The ARMAX process. (UvA Econometrics Discussion Paper; No. 2002/04). Amsterdam: Department of Quantitative Economics. [details] [PDF]
  • Klein, A. A. B., & Spreij, P. (2002). Some results on Vandermonde matrices with an application to time series analysis. (UvA Econometrics Discussion Paper; No. 2002/03). Amsterdam: Department of Quantitative Economics. [details] [PDF]
This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications.
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  • VU Amsterdam
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