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Likelihood equations for estimation of parameters determining the covariance matrix of Gaussian sequences - MaRDI portal

Likelihood equations for estimation of parameters determining the covariance matrix of Gaussian sequences

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Publication:920525

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zbMath0708.62077MaRDI QIDQ920525

E. G. Zhilyakov

Publication date: 1989

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

time series covariance matrix Fisher information matrix likelihood equations density function of the estimators one-dimensional Gaussian sequences

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point estimation (62F10)

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