Logo

statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.information

MarkovAutoregression.information(params)

Fisher information matrix of model

Returns -Hessian of loglike evaluated at params.

Previous topic

statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.hessian

Next topic

statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.initial_probabilities

This Page