An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality

DOI10.1016/0005-1098(91)90095-JMaRDI QIDQ806893zbMATH OpenFDO

Authors Seppo Karrila, Tapio Westerlund

Publication date 1991

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(91)90095-J

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites work

• Dynamic system identification. Experiment design and data analysis
• scientific article; zbMATH DE number 3781344 (Why is no real title available?)

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