A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems (Q3832445)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems |
scientific article |
Statements
A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems (English)
0 references
1989
0 references
log-likelihood gradient (score)
0 references
Hessian
0 references
Fisher information matrix
0 references
stochastic systems
0 references
estimation
0 references
identification
0 references
