scientific article; zbMATH DE number 4009558

MaRDI QIDQ3759717zbMATH OpenFDO

Authors Robert E. Kass

Publication date 1987

zbMATH Keywords

asymptotic varianceextrapolationfinite differencesloglikelihood functioncomputing the observed information matrixone-dimensional central second differencing

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99) Parametric inference (62F99) Numerical differentiation (65D25)

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Cited in

(1)

• Numerical approximation of the observed information matrix with Oakes' identity

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