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Abt, Markus, Welch, William J. (1998) Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes. Canadian Journal of Statistics, 26. 127-137 doi:10.2307/3315678

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Reference TypeJournal (article/letter/editorial)
TitleFisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes
JournalCanadian Journal of Statistics
AuthorsAbt, MarkusAuthor
Welch, William J.Author
Year1998 (March)Volume26
PublisherWiley
DOIdoi:10.2307/3315678Search in ResearchGate
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Mindat Ref. ID11343800Long-form Identifiermindat:1:5:11343800:8
GUID0
Full ReferenceAbt, Markus, Welch, William J. (1998) Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes. Canadian Journal of Statistics, 26. 127-137 doi:10.2307/3315678
Plain TextAbt, Markus, Welch, William J. (1998) Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes. Canadian Journal of Statistics, 26. 127-137 doi:10.2307/3315678
In(n.d.) Canadian Journal of Statistics Vol. 26. Wiley

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Caines, P., Rissanen, J. (1974) Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.) IEEE Transactions on Information Theory, 20 (1) 102-104 doi:10.1109/tit.1974.1055155
Susko, E., Kalbfleisch, J. D., Chen, J. (1998) Constrained nonparametric maximum-likelihood estimation for mixture models. Canadian Journal of Statistics, 26. 601-617 doi:10.2307/3315720
Papageorgiou, Georgios (2012) Restricted maximum likelihood estimation of joint mean-covariance models. Canadian Journal of Statistics, 40. 225-242 doi:10.1002/cjs.11130
Dion, Jean-Pierre, Labelle, Gilbert, Latour, Alain (1982) Small-sample results for maximum-likelihood estimation in branching processes. Canadian Journal of Statistics, 10. 271-276 doi:10.2307/3556193
Bedrick, Edward J. (1994) Maximum-likelihood estimation for the removal method. Canadian Journal of Statistics, 22. 285-293 doi:10.2307/3315590
Anderson, T. W. (1975) Maximum Likelihood Estimation of Parameters of Autoregressive Processes with Moving Average Residuals and Other Covariance Matrices with Linear Structure. The Annals of Statistics, 3 (6). 1283-1304 doi:10.1214/aos/1176343285
Gill, Ryan (2004) Maximum likelihood estimation in generalized broken-line regression. Canadian Journal of Statistics, 32. 227-238 doi:10.2307/3315926
Stroud, Jonathan R., Stein, Michael L., Lysen, Shaun (2017) Bayesian and Maximum Likelihood Estimation for Gaussian Processes on an Incomplete Lattice. Journal of Computational and Graphical Statistics, 26 (1). 108-120 doi:10.1080/10618600.2016.1152970
Kormylo, J., Mendel, J. (1982) Maximum likelihood detection and estimation of Bernoulli - Gaussian processes. IEEE Transactions on Information Theory, 28 (3) 482-488 doi:10.1109/tit.1982.1056496
Sprott, David A., Viveros-Aguilera, Román (1984) The interpretation of maximum-likelihood estimation. Canadian Journal of Statistics, 12. 27-38 doi:10.2307/3314722
 
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