er><mi>ùõâ</mi><mo accent="true">ÃÇ</mo></mover><mo stretchy="true" form="postfix">)</mo></mrow></mrow><annotation encoding="application/x-tex">\mathcal{J}(\hat{\boldsymbol{\theta}})</annotation></semantics></math>
is the observed Fisher Information Matrix. Hence, the standard errors
can be calculated as the square root of the diagonal elements of matrix
<math display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mi>C</mi><annotation encoding="application/x-tex">C</annotation></sem