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Problemy Peredachi Informatsii, 1989, Volume 25, Issue 4, Pages 103–107
(Mi ppi679)
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Сorrespondence
Likelihood Equations for Estimation of Parameters Determining the Covariance Matrix of Gaussian Sequences
E. G. Zhilyakov
Abstract:
We prove a theorem which makes it possible to construct likelihood equations for the estimation of parameters determining the covariance matrix of one-dimensional Gaussian sequences. Relationships are derived for the Fisher information matrix and the probability density function of the estimators.
Received: 23.02.1988
Citation:
E. G. Zhilyakov, “Likelihood Equations for Estimation of Parameters Determining the Covariance Matrix of Gaussian Sequences”, Probl. Peredachi Inf., 25:4 (1989), 103–107; Problems Inform. Transmission, 25:4 (1989), 340–343
Linking options:
https://www.mathnet.ru/eng/ppi679 https://www.mathnet.ru/eng/ppi/v25/i4/p103
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Abstract page: | 238 | Full-text PDF : | 132 |
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