DocumentCode
920984
Title
Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)
Author
Caines, P.E. ; Rissanen, J.
Volume
20
Issue
1
fYear
1974
fDate
1/1/1974 12:00:00 AM
Firstpage
102
Lastpage
104
Abstract
We outline a proof of the strong consistency of the maximum likelihood estimate of the parameters of Gaussian random processes possessing linear autoregressive moving average or state space representations.
Keywords
Autoregressive moving-average processes; Gaussian processes; Parameter estimation; maximum-likelihood (ML) estimation; Acoustic arrays; Acoustic noise; Acoustic signal processing; Array signal processing; Gaussian noise; Laboratories; Maximum likelihood estimation; Parameter estimation; Signal processing; Stochastic processes;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1974.1055155
Filename
1055155
Link To Document