A stable estimator of the information matrix under EM for dependent data

10.1007/s11222-009-9149-4

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Bibliographic Details
Main Authors: Duan, J.-C., Fulop, A.
Other Authors: FINANCE
Format: Article
Published: 2013
Subjects:
EM
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44418
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Institution: National University of Singapore
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