fangyuan-ksgk/Hessian_Estimate: Inference of PODPDO model through MLE on the estimation of the Jacobian & Hessian of data likelihood with respect to the unknown parameter.
Type
SoftwareAuthors
Yu, FangyuanDate
2021-06-22Permanent link to this record
http://hdl.handle.net/10754/671186
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Inference of PODPDO model through MLE on the estimation of the Jacobian & Hessian of data likelihood with respect to the unknown parameter.Publisher
GithubAdditional Links
https://github.com/fangyuan-ksgk/Hessian_EstimateRelations
Is Supplement To:- [Preprint]
Title: Unbiased Estimation of the Hessian for Partially Observed Diffusions. Publication Date: 2021-09-06. Handle: 10754/671103 arXiv: 2109.02371