UNIQUENESS OF THE MAXIMUM-LIKELIHOOD ESTIMATES OF ARMA MODEL PARAMETERS - AN ELEMENTARY PROOF

被引：8

作者：

STOICA, P ^{[1
]}

SODERSTROM, T ^{[1
]}

机构：

[1] UNIV UPPSALA,INST TECHNOL,DEPT AUTOMAT CONTROL & SYST ANAL,S-75121 UPPSALA,SWEDEN

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1982年 / 27卷 / 03期

关键词：

D O I：

10.1109/TAC.1982.1102971

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：736 / 738

页数：3

共 50 条

[1] UNIQUENESS OF MAXIMUM LIKELIHOOD ESTIMATES OF PARAMETERS OF AN ARMA MODEL
ASTROM, KJ
SODERSTR.T
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 769 - 773
[2] ON THE EXISTENCE AND UNIQUENESS OF MAXIMUM-LIKELIHOOD ESTIMATES IN THE RASCH MODEL
FISCHER, GH
[J]. PSYCHOMETRIKA, 1981, 46 (01) : 59 - 77
[3] MAXIMUM-LIKELIHOOD ESTIMATES FOR THE PARAMETERS OF MIXTURE DISTRIBUTIONS
LEYTHAM, KM
[J]. WATER RESOURCES RESEARCH, 1984, 20 (07) : 896 - 902
[4] UNIQUENESS OF MAXIMUM-LIKELIHOOD ESTIMATES OF PARAMETERS OF STOCHASTIC-SYSTEMS (THE PROBLEM OF LOCAL EXTREMA)
VORCHIK, BG
[J]. AUTOMATION AND REMOTE CONTROL, 1984, 45 (06) : 723 - 730
[5] ADMISSIBLE ESTIMATES AND MAXIMUM-LIKELIHOOD ESTIMATES
BIRNBAUM, A
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (04): : 1280 - 1280
[6] ON THE CONSISTENCY OF MAXIMUM-LIKELIHOOD ESTIMATES
VOROVKOV, AA
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1984, 28 (03) : 636 - 636
[7] ON THE EXISTENCE OF MAXIMUM-LIKELIHOOD ESTIMATES FOR SHIFT AND SCALE-PARAMETERS
NIKULIN, MS
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1983, 27 (04) : 881 - 881
[8] ACCURACY OF MAXIMUM-LIKELIHOOD ESTIMATES OF CORRELATION FOR A BISERIAL MODEL
PRINCE, BM
TATE, RF
[J]. PSYCHOMETRIKA, 1966, 31 (01) : 85 - 85
[9] MAXIMUM-LIKELIHOOD ESTIMATES OF ITEM PARAMETERS USING THE LOGISTIC FUNCTION
MAXWELL, AE
[J]. PSYCHOMETRIKA, 1959, 24 (03) : 221 - 227
[10] EXISTENCE AND UNIQUENESS OF THE MAXIMUM-LIKELIHOOD ESTIMATOR FOR A MULTIVARIATE PROBIT MODEL
LESAFFRE, E
KAUFMANN, H
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1992, 87 (419) : 805 - 811

← 1 2 3 4 5 →