statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothingResults.cov_params_robust_oim¶
- ExponentialSmoothingResults.cov_params_robust_oim¶
(array) The QMLE variance / covariance matrix. Computed using the method from Harvey (1989) as the evaluated hessian.
Last update:
Dec 16, 2024