A direct derivation of the exact Fisher information matrix of Gaussian vector state space models (Q1595151): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q126628451, #quickstatements; #temporary_batch_1723982401803 |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4010408 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4231779 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimation of dynamic econometric models with errors in variables / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Analytic derivatives for estimation of linear dynamic models / rank | |||
Normal rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q126628451 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 13:05, 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)
0 references
11 February 2001
0 references
Vector state space model
0 references
Fisher information matrix
0 references
Differential rules
0 references
