On Maximum Likelihood Estimation of the Markov Process
The maximum likelihood estimators of the unknown parameters of the stationary Gaussian Markov process are obtained. The likelihood function of the observations is derived. It conta-ins the unknown parameters, the mean (m), the parameter (0) and the vamiance (02) of the white noise process. It is fou...
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| Autore principale: | |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
1981-06-01
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| Serie: | The Egyptian Statistical Journal |
| Accesso online: | https://esju.journals.ekb.eg/article_428126_df5aa74fb71403ef30beb2fba1fad690.pdf |
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