On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices

DOI10.1109/18.9771zbMath0661.62040OpenAlexW2123245296MaRDI QIDQ3810694

Daniel R. Fuhrmann, Michael I. Miller

Publication date: 1988

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.9771

zbMATH Keywords

Toeplitz matricespositive-definite matriceslikelihood functionmaximum-likelihood estimationspectrum estimation problemzero-mean Gaussian random vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

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