On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices (Q3810694)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices |
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On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices (English)
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1988
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likelihood function
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zero-mean Gaussian random vector
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positive-definite matrices
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Toeplitz matrices
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spectrum estimation problem
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maximum-likelihood estimation
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