statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothingResults.cov_params_robust_approx¶
- ExponentialSmoothingResults.cov_params_robust_approx¶
(array) The QMLE variance / covariance matrix. Computed using the numerical Hessian as the evaluated hessian.
Last update:
Dec 11, 2024