A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems (Q3832445): Difference between revisions
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Revision as of 16:16, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems |
scientific article |
Statements
A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems (English)
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1989
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log-likelihood gradient (score)
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Hessian
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Fisher information matrix
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stochastic systems
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estimation
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identification
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