Fisher Information

Gist

Formally it's the expected curvature of the log-likelihood. But the useful reading is: how sharply does the data distinguish between nearby parameter values?

Maximum likelihood

Calculating the standard errors of the parameters during Maximum likelihood

Relationship with the Hessian Matrix

https://stats.stackexchange.com/questions/68080/basic-question-about-fisher-information-matrix-and-relationship-to-hessian-and-s