Consistency of Maximum Likelihood Estimators For Multivariate Gaussian Processes With Rational Spectrum

J. Rissanen and P.E. Caines

EECS Department
University of California, Berkeley
Technical Report No. UCB/ERL M428
March 1974

http://www2.eecs.berkeley.edu/Pubs/TechRpts/1974/ERL-m-428.pdf


BibTeX citation:

@techreport{Rissanen:M428,
    Author = {Rissanen, J. and Caines, P.E.},
    Title = {Consistency of Maximum Likelihood Estimators For Multivariate Gaussian Processes With Rational Spectrum},
    Institution = {EECS Department, University of California, Berkeley},
    Year = {1974},
    Month = {Mar},
    URL = {http://www2.eecs.berkeley.edu/Pubs/TechRpts/1974/28760.html},
    Number = {UCB/ERL M428}
}

EndNote citation:

%0 Report
%A Rissanen, J.
%A Caines, P.E.
%T Consistency of Maximum Likelihood Estimators For Multivariate Gaussian Processes With Rational Spectrum
%I EECS Department, University of California, Berkeley
%D 1974
%@ UCB/ERL M428
%U http://www2.eecs.berkeley.edu/Pubs/TechRpts/1974/28760.html
%F Rissanen:M428