A direct derivation of the exact Fisher information matrix of Gaussian vector state space models (Q1595151)
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scientific article; zbMATH DE number 1563490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct derivation of the exact Fisher information matrix of Gaussian vector state space models |
scientific article; zbMATH DE number 1563490 |
Statements
A direct derivation of the exact Fisher information matrix of Gaussian vector state space models (English)
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11 February 2001
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Vector state space model
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Fisher information matrix
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Differential rules
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