Perturbation analysis of a maximum-likelihood objective function

DOI10.1109/TAC.1983.1103188zbMATH Open0532.93052MaRDI QIDQ3315403FDOQ3315403

Authors: A. C. Hsueh, Jerry M. Mendel 

Publication date: 1983

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

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zbMATH Keywords

likelihood functionGaussian time series

Mathematics Subject Classification ID

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

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