scientific article; zbMATH DE number 4109898

MaRDI QIDQ3833464zbMATH OpenFDO

Authors Norio Watanabe

Publication date 1987

zbMATH Keywords

consistencymaximum likelihood estimatorsmultivariate Gaussian stationary processstate space form

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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(5)

• On consistent estimation of the characteristic coefficient and the poles of multivariate linear systems
• scientific article; zbMATH DE number 3963695 (Why is no real title available?)
• Strong consistency of ML estimators using partial fraction and elementary subsystem representation of multivariable systems
• Extensions to the invariance property of maximum likelihood estimation for affine-transformed state-space models
• On consistency of a generalized orthoregressive parameter estimator for a linear dynamical system

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