Global convergence conditions in maximum likelihood estimation
From MaRDI portal
Publication:4905768
DOI10.1080/00207179.2012.658085zbMath1256.93102MaRDI QIDQ4905768
Publication date: 20 February 2013
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2012.658085
consistency; optimisation; maximum likelihood estimation (MLE); asymptotic efficiency and sufficiency; global/local convergence; non-local-minimum conditions
93E10: Estimation and detection in stochastic control theory
93E12: Identification in stochastic control theory
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Large signal-to-noise ratio quantification in MLE for ARARMAX models, Cost function shaping of the output error criterion
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