Global convergence conditions in maximum likelihood estimation
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Publication:4905768
DOI10.1080/00207179.2012.658085zbMath1256.93102OpenAlexW2160134950MaRDI QIDQ4905768
Publication date: 20 February 2013
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2012.658085
consistencyoptimisationmaximum likelihood estimation (MLE)asymptotic efficiency and sufficiencyglobal/local convergencenon-local-minimum conditions
Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Related Items
Cost function shaping of the output error criterion, Large signal-to-noise ratio quantification in MLE for ARARMAX models
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