مرکز منطقه ای اطلاع رساني علوم و فناوري - Computing the covariance matrix of QML estimators for a state space model

Title of article :

Computing the covariance matrix of QML estimators for a state space model

Author/Authors :

Demetrios Papanastassiou، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2006

Pages :

From page :

1001

To page :

1006

Keywords :

Higher order moments , covariance matrix , Kalman filter

Journal title :

Statistics and Probability Letters

Serial Year :

2006

Journal title :

Statistics and Probability Letters

Record number :

140731

Link To Document :