Computationally efficient maximum likelihood estimation of structured covariance matrices

DOI10.1109/78.757219zbMath0986.62014OpenAlexW2165941627MaRDI QIDQ2723620

Petre Stoica, Hongbin Li, Jian Li

Publication date: 8 July 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.757219

zbMATH Keywords

simulation studyAML algorithmextended invariance principle

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Statistical aspects of information-theoretic topics (62B10)

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