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
6
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