Estimating the MLE, θ from equation ( ) is a piece of cake. Estimating the error is, however, a slightly different story. As mentioned in the introduction, the parameter space is inherently non-linear due to the model and therefore necessarily features non-Gaussianities. Errors on parameters are commonly quoted via the covariance between those parameters which itself can be obtained by the inverse of the Hessian (Fisher matrix, F) of the log-likelihood: