A direct derivation of the exact Fisher information matrix of Gaussian vector state space models (Q1595151)
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scientific article; zbMATH DE number 1563490
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| English | A direct derivation of the exact Fisher information matrix of Gaussian vector state space models |
scientific article; zbMATH DE number 1563490 |
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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0.8432533144950867
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0.7890636920928955
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0.7871306538581848
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0.786531388759613
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0.7760657072067261
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