ON CONSISTENCY OF MAXIMUM LIKELIHOOD ESTIMATES FOR FINITE FAMILIES OF STOCHASTIC-PROCESSES - NOTE

被引:12
作者
CAINES, PE [1 ]
机构
[1] STANFORD UNIV, STANFORD, CA USA
关键词
D O I
10.1214/aos/1176343086
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:539 / 546
页数:8
相关论文
共 23 条
[1]   ON CERTAIN CONVERGENCE QUESTIONS IN SYSTEM IDENTIFICATION [J].
AOKI, M ;
YUE, PC .
SIAM JOURNAL ON CONTROL, 1970, 8 (02) :239-&
[2]  
Astrom K.-J., 1965, PROC 2 IFAC S THEORY, V2, P96
[3]   SYSTEM IDENTIFICATION - SURVEY [J].
ASTROM, KJ ;
EYKHOFF, P .
AUTOMATICA, 1971, 7 (02) :123-+
[4]  
ASTROM KT, 1965, TP18150 IBM NORD LAB
[6]  
BARSHALOM Y, 1971, J R STAT SOC B, V33, P72
[7]   MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS IN MULTIVARIATE GAUSSIAN STOCHASTIC-PROCESSES [J].
CAINES, PE ;
RISSANEN, J .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1974, 20 (01) :102-104
[8]  
CHUNG KL, 1968, COURSE PROBABILITY T
[9]  
Cramer H, 1946, METHODS MATH STAT
[10]  
DURBIN J, 1960, J ROY STAT SOC B, V22, P139