A direct derivation of the exact Fisher information matrix of Gaussian vector state space models (Q1595151): Difference between revisions
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| Property / cites work: Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules / rank | |||
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| Property / cites work: Q4231779 / rank | |||
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Latest revision as of 14:05, 18 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct derivation of the exact Fisher information matrix of Gaussian vector state space models |
scientific article |
Statements
A direct derivation of the exact Fisher information matrix of Gaussian vector state space models (English)
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11 February 2001
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Vector state space model
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Fisher information matrix
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Differential rules
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