EXACT MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETER IN AR(1) PROCESS AFTER HARD LIMITING

被引:1
|
作者
KEDEM, B [1 ]
机构
[1] UNIV MARYLAND,DEPT MATH,COLLEGE PK,MD 20742
关键词
D O I
10.1109/TIT.1976.1055571
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
收藏
页码:491 / 493
页数:3
相关论文
共 50 条
  • [21] Parameter estimation using polynomial chaos and maximum likelihood
    Chen-Charpentier, Benito
    Stanescu, Dan
    INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2014, 91 (02) : 336 - 346
  • [22] Joint Estimation of State and Parameter with Maximum Likelihood Method
    Zhuang, Huiping
    Lu, Jieying
    Li, Junhui
    PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 2017, : 5276 - 5281
  • [23] Maximum Likelihood Parameter Estimation of CNC System Reliability
    Gu, Yan
    Wang, Yiqiang
    Zhou, Xiaoqin
    Yuan, Xiuhua
    MECHANICAL STRUCTURES AND SMART MATERIALS, 2014, 487 : 282 - +
  • [24] MAXIMUM LIKELIHOOD ESTIMATION OF A TRANSLATION PARAMETER OF A TRUNCATED DISTRIBUTION
    WEISS, L
    WOLFOWIT.J
    ANNALS OF STATISTICS, 1973, 1 (05): : 944 - 947
  • [25] Maximum likelihood estimation for the drift parameter in diffusion processes
    Wei, Chao
    Shu, Huisheng
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS, 2016, 88 (05): : 699 - 710
  • [26] Stochastic maximum likelihood method for propagation parameter estimation
    Ribeiro, CB
    Ollila, E
    Koivunen, V
    2004 IEEE 15TH INTERNATIONAL SYMPOSIUM ON PERSONAL, INDOOR AND MOBILE RADIO COMMUNICATIONS, VOLS 1-4, PROCEEDINGS, 2004, : 1839 - 1843
  • [27] Fast exact maximum likelihood estimation for mixture of language model
    Zhang, Yi
    Xu, Wei
    INFORMATION PROCESSING & MANAGEMENT, 2008, 44 (03) : 1076 - 1085
  • [28] Exact solutions in log-concave maximum likelihood estimation
    Grosdos, Alexandros
    Heaton, Alexander
    Kubjas, Kaie
    Kuznetsova, Olga
    Scholten, Georgy
    Sorea, Miruna-Stefana
    ADVANCES IN APPLIED MATHEMATICS, 2023, 143
  • [29] ON THE EXACT MAXIMUM-LIKELIHOOD ESTIMATION OF GAUSSIAN AUTOREGRESSIVE PROCESSES
    CERNUSCHIFRIAS, B
    ROGERS, JD
    IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1988, 36 (06): : 922 - 924
  • [30] Parameter and quantile estimation of the 2-parameter kappa distribution by maximum likelihood
    François Aucoin
    Fahim Ashkar
    Lampouguin Bayentin
    Stochastic Environmental Research and Risk Assessment, 2012, 26 : 1025 - 1039