On computing the expected Fisher information matrix for state-space model parameters (Q1916158)
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scientific article; zbMATH DE number 896044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On computing the expected Fisher information matrix for state-space model parameters |
scientific article; zbMATH DE number 896044 |
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On computing the expected Fisher information matrix for state-space model parameters (English)
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8 October 1996
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EM algorithm
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Kalman filter
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times series
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maximum likelihood estimates
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simulation results
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recursive algorithm
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expected Fisher information matrix
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state-space model parameters
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