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statsmodels.tsa.statespace.mlemodel.MLEResults.cov_params_robust

MLEResults.cov_params_robust() [source]

(array) The QMLE variance / covariance matrix. Alias for cov_params_robust_oim

© 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.html