Maximum Likelihood Estimator for Two-Point Boundary Value Process

ShinIchi Aihara; Arunabha Bagchi

doi:10.1137/0331011

Maximum Likelihood Estimator for Two-Point Boundary Value Process

ShinIchi Aihara
, Arunabha Bagchi

Research output: Contribution to journal › Article › Academic › peer-review

Abstract

The problem of identifying unknown parameters in two-point boundary value (TPBV) processes is studied. Using the explicit form of the likelihood functional, the conistency property of the maximum likelihood estimator is analyzed under a large number of independent experiments.

Original language	English
Pages (from-to)	147-158
Number of pages	12
Journal	SIAM journal on control and optimization
Volume	31
Issue number	1
DOIs	https://doi.org/10.1137/0331011
Publication status	Published - 1993

Keywords

METIS-140601
IR-98441

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10.1137/0331011

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title = "Maximum Likelihood Estimator for Two-Point Boundary Value Process",

abstract = "The problem of identifying unknown parameters in two-point boundary value (TPBV) processes is studied. Using the explicit form of the likelihood functional, the conistency property of the maximum likelihood estimator is analyzed under a large number of independent experiments.",

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author = "ShinIchi Aihara and Arunabha Bagchi",

year = "1993",

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journal = "SIAM journal on control and optimization",

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AU - Aihara, ShinIchi

AU - Bagchi, Arunabha

PY - 1993

Y1 - 1993

N2 - The problem of identifying unknown parameters in two-point boundary value (TPBV) processes is studied. Using the explicit form of the likelihood functional, the conistency property of the maximum likelihood estimator is analyzed under a large number of independent experiments.

AB - The problem of identifying unknown parameters in two-point boundary value (TPBV) processes is studied. Using the explicit form of the likelihood functional, the conistency property of the maximum likelihood estimator is analyzed under a large number of independent experiments.

KW - METIS-140601

KW - IR-98441

U2 - 10.1137/0331011

DO - 10.1137/0331011

M3 - Article

SN - 0363-0129

VL - 31

SP - 147

EP - 158

JO - SIAM journal on control and optimization

JF - SIAM journal on control and optimization

IS - 1

ER -

Maximum Likelihood Estimator for Two-Point Boundary Value Process

Abstract

Keywords

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