Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.) Export

@article{Caines_74, 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.}, author = {Caines, P. and Rissanen, J.}, booktitle = {Information Theory, IEEE Transactions on}, citeulike-article-id = {5417970}, citeulike-linkout-0 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1055155}, journal = {Information Theory, IEEE Transactions on}, keywords = {adaptation\_adaptive\_control, maximum\_likelihood\_estimator}, number = {1}, pages = {102--104}, posted-at = {2009-08-11 20:32:39}, priority = {2}, title = {Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)}, url = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1055155}, volume = {20}, year = {1974} }

TY - JOUR ID - Caines_74 L3 - citeulike-article-id:5417970 N2 - 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. IS - 1 JF - Information Theory, IEEE Transactions on EP - 104 TI - Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.) VL - 20 T2 - Information Theory, IEEE Transactions on SP - 102 KW - adaptation_adaptive_control KW - maximum_likelihood_estimator AU - Caines, P AU - Rissanen, J PY - 1974/// UR - http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1055155 ER -