Analytic first and second derivatives for the recursive prediction error algorithm's log likelihood function
by Mark A. Hooker
| Year of publication: |
1991
|
|---|---|
| Authors: | Hooker, Mark Allan |
| Publisher: |
Hanover, NH |
| Subject: | Derivat | Derivative | Prognoseverfahren | Forecasting model | Algorithmus | Algorithm | Schätztheorie | Estimation theory |
| Extent: | 8 Bl |
|---|---|
| Series: | Working paper / Department of Economics, Dartmouth College. - Hanover, NH, ZDB-ID 2215632-X. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000828237