statsmodels.tsa.statespace.mlemodel.MLEResults.cov_params_robust_oim
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MLEResults.cov_params_robust_oim()[source] -
(array) The QMLE variance / covariance matrix. Computed using the method from Harvey (1989) as the evaluated hessian.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.mlemodel.MLEResults.cov_params_robust_oim.html