Analytic first and second derivatives for the recursive prediction error algorithm's log likelihood function (Q4306735)
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scientific article; zbMATH DE number 641487
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| English | Analytic first and second derivatives for the recursive prediction error algorithm's log likelihood function |
scientific article; zbMATH DE number 641487 |
Statements
Analytic first and second derivatives for the recursive prediction error algorithm's log likelihood function (English)
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21 September 1994
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computing analytic derivatives
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likelihood function
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Gaussian state-space system
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correlation
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0.8334745764732361
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0.7517294883728027
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0.7450541853904724
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0.7356351017951965
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0.733360767364502
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