Name
Title | ||
|---|---|---|
Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.) |
Abstract | ||
|---|---|---|
We outline a proof of the strong consistency of the maximum likelihood estimate of the parameters of Gaussian random processes possessing linear autoregressive moving average or state space representations. |
Year | DOI | Venue |
|---|---|---|
1974 | 10.1109/TIT.1974.1055155 | IEEE Transactions on Information Theory |
Keywords | Field | DocType |
Autoregressive moving-average processes,Gaussian processes,Parameter estimation,maximum-likelihood (ML) estimation | Discrete mathematics,Applied mathematics,Autoregressive–moving-average model,Likelihood function,Computer science,Gaussian,Gaussian process,Estimation theory,Maximum likelihood sequence estimation,Statistics,Restricted maximum likelihood,Strong consistency | Journal |
Volume | Issue | ISSN |
20 | 1 | 0018-9448 |
Citations | PageRank | References |
2 | 0.92 | 0 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| P. Caines | 1 | 101 | 27.45 |
| Jorma Rissanen | 2 | 1665 | 798.14 |