Uniqueness of the maximum likelihood estimates of ARMA model parameters--An elementary proof

DOI10.1109/TAC.1982.1102971zbMATH Open0487.93055OpenAlexW1998424747MaRDI QIDQ3948972FDOQ3948972

Authors: Petre Stoica, Torsten Söderström 

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1109/tac.1982.1102971

zbMATH Keywords

maximum likelihood estimatesautoregressive moving-average process

Mathematics Subject Classification ID

Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited In (2)

• Reduced-variance pole-assignment self-tuning regulation
• Uniqueness of estimated k-step prediction models of ARMA processes

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