A stable estimator of the information matrix under EM for dependent data
DOI10.1007/S11222-009-9149-4zbMATH Open1274.62364OpenAlexW2162426180MaRDI QIDQ692952FDOQ692952
Authors: Andras Fulop, Jin-Chuan Duan 
Publication date: 6 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-009-9149-4
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Cites Work
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Cited In (5)
- Periodically collapsing Evans bubbles and stock-price volatility
- Direct Calculation of the Information Matrix via the EM Algorithm
- Sequential Monte Carlo optimization and statistical inference
- Structure detection and parameter estimation for NARX models in a unified EM framework
- Title not available (Why is that?)
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