Global convergence conditions in maximum likelihood estimation

DOI10.1080/00207179.2012.658085zbMath1256.93102OpenAlexW2160134950MaRDI QIDQ4905768

Yiqun Zou, William Paul Heath

Publication date: 20 February 2013

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2012.658085

zbMATH Keywords

consistencyoptimisationmaximum likelihood estimation (MLE)asymptotic efficiency and sufficiencyglobal/local convergencenon-local-minimum conditions

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (2)

Cost function shaping of the output error criterion ⋮ Large signal-to-noise ratio quantification in MLE for ARARMAX models

Cites Work

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• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
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• Note on the Consistency of the Maximum Likelihood Estimate

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