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2014/06/12

Fisher's Identity

Fisher's identity is useful to use in maximum-likelihood parameter estimation problems. In this post, I give its proof. The main reference is Douc, Moulines, Stoffer; Nonlinear time series theory, methods and applications.
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author: Deniz on Thursday, June 12, 2014 5 comments
categories: maximum-likelihood, time series analysis
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"There are some enterprises in which a careful disorderliness is the true method." (Moby Dick, chapter 82)
by Ömer Deniz Akyıldız.