A stable estimator of the information matrix under EM for dependent data (Q692952)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stable estimator of the information matrix under EM for dependent data |
scientific article |
Statements
A stable estimator of the information matrix under EM for dependent data (English)
0 references
6 December 2012
0 references
particle filter
0 references
EM
0 references
information matrix
0 references
Kalman filter
0 references
GARCH
0 references
maximum likelihood
0 references
0 references
0 references
