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statsmodels 0.13.5 statsmodels.tsa.statespace.structural.UnobservedComponentsResults.cov_params_robust_approx

statsmodels.tsa.statespace.structural.UnobservedComponentsResults.cov_params_robust_approx¶

UnobservedComponentsResults.cov_params_robust_approx¶: (array) The QMLE variance / covariance matrix. Computed using the numerical Hessian as the evaluated hessian.