A stable estimator of the information matrix under EM for dependent data (Q692952)
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scientific article; zbMATH DE number 6113561
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| English | A stable estimator of the information matrix under EM for dependent data |
scientific article; zbMATH DE number 6113561 |
Statements
A stable estimator of the information matrix under EM for dependent data (English)
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6 December 2012
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particle filter
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EM
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information matrix
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Kalman filter
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GARCH
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maximum likelihood
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0.7712021470069885
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0.7454736828804016
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0.7454736828804016
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