Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes

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  2. Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes

Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes

TitleFisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes
Publication TypeJournal Article
Year of Publication1998
AuthorsAbt, M, Welch, WJ
JournalCanadian Journal of Statistics
Volume26
Pagination127–137
URLhttp://onlinelibrary.wiley.com/doi/10.2307/3315678/abstract