Variable Metric Function Minimization

DOI10.1111/1467-9876.00088zbMath0911.65148OpenAlexW2161757538MaRDI QIDQ4390938

John J. Koval

Publication date: 26 May 1998

Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9876.00088

zbMATH Keywords

maximum likelihood estimationquasi-Newton methodvariable metric methodstatistical computing

Mathematics Subject Classification ID

Point estimation (62F10) Numerical mathematical programming methods (65K05) Probabilistic methods, stochastic differential equations (65C99)

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