Efficient Monte Carlo computation of Fisher information matrix using prior information
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References listed on IDEAS
- Neerchal, Nagaraj K. & Morel, Jorge G., 2005. "An improved method for the computation of maximum likeliood estimates for multinomial overdispersion models," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 33-43, April.
- Nadarajah, Saralees, 2009. "An alternative inverse Gaussian distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1721-1729.
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- Boubacar Mainassara, Y. & Carbon, M. & Francq, C., 2012.
"Computing and estimating information matrices of weak ARMA models,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 345-361.
- Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian, 2010. "Computing and estimating information matrices of weak arma models," MPRA Paper 27685, University Library of Munich, Germany.
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