A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems (Q3832445)
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scientific article; zbMATH DE number 4108646
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| default for all languages | No label defined |
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| English | A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems |
scientific article; zbMATH DE number 4108646 |
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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0.9239248633384703
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0.8258642554283142
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0.802246630191803
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0.7856981754302979
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0.775539219379425
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