The role of abstract algebra in structured estimation theory

DOI10.1109/18.135645zbMath0756.62002OpenAlexW2171994668MaRDI QIDQ4008336

Salvatore D. Morgera

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1109/18.135645

zbMATH Keywords

maximum likelihood estimationsufficient statisticsautoregressive processeslinear subspacesinverse covariancestructured covariance estimationAnderson's approachautoregressive parameters estimationvector space of symmetric linear transformations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01)

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