Uniqueness of the maximum likelihood estimates of ARMA model parameters--An elementary proof

DOI10.1109/TAC.1982.1102971zbMath0487.93055OpenAlexW1998424747MaRDI QIDQ3948972

Petre Stoica, Torsten Söderström

Publication date: 1982

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1982.1102971

zbMATH Keywords

maximum likelihood estimatesautoregressive moving-average process

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Stochastic systems in control theory (general) (93E03)

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