scientific article; zbMATH DE number 910669

MaRDI QIDQ4885818zbMATH OpenFDO

Authors Tapio Westerlund, Seppo Karrila, Anders Brink, P. M. Mäkilä

Publication date 29 August 1996

zbMATH Keywords

maximum likelihoodcovariance matrixAkaike's information criterionestimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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Cited in

(9)

• Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness
• On local maxima of the likelihood function for Toeplitz matrix estimation
• Point estimation for multi-spectral distributed random matrices
• Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme
• Likelihood equations for estimation of parameters determining the covariance matrix of Gaussian sequences
• Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression
• Estimating covariances of parameter estimates from different models
• Maximum likelihood estimation of structured persymmetric covariance matrices
• Estimation of parameters for normally distributed random matrices

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