Perturbation analysis of a maximum-likelihood objective function

DOI10.1109/TAC.1983.1103188MaRDI QIDQ3315403zbMATH OpenFDO

Authors A. C. Hsueh, Jerry M. Mendel

Publication date 1983

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1983.1103188

zbMATH Keywords

Gaussian time serieslikelihood function

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• scientific article; zbMATH DE number 3928150
• scientific article; zbMATH DE number 3988552
• A Limit Theorem for a Maximum-Likelihood Estimate of the Disorder Time
• scientific article; zbMATH DE number 3936315
• scientific article; zbMATH DE number 3980307

This page was built for publication: Perturbation analysis of a maximum-likelihood objective function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3315403)