This work was done while the first author was on leave from the Institut für Mathematik, Universität Augsburg, D-86135 Augsburg, Germany. Markus Abt acknowledges financial support under the postdoctoral program of the Deutsche Fbrschungsgemeinschaft as well as from the Department of Statistics and Actuarial Science of the University of Waterloo. William Welch's research was supported by the Natural Sciences and Engineering Research Council of Canada.
Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes†
Article first published online: 18 DEC 2008
Copyright © 1998 Statistical Society of Canada
Canadian Journal of Statistics
Volume 26, Issue 1, pages 127–137, March 1998
How to Cite
Abt, M. and Welch, W. J. (1998), Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes. Can J Statistics, 26: 127–137. doi: 10.2307/3315678
- Issue published online: 18 DEC 2008
- Article first published online: 18 DEC 2008
- Manuscript Accepted: 5 MAY 1997
- Manuscript Revised: 5 MAR 1997
- Manuscript Received: 14 AUG 1996
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