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On the uniqueness of the maximum likelihood estimator

✍ Scribed by Chris D. Orme; Paul A. Ruud


Book ID
117332200
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
217 KB
Volume
75
Category
Article
ISSN
0165-1765

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On the uniqueness of maximum likelihood
✍ T SΓΆderstrΓΆm πŸ“‚ Article πŸ“… 1975 πŸ› Elsevier Science 🌐 English βš– 426 KB

The maximum likelihood method of identification is a powerful tool for obtaining mathematical models of dynamic processes. To apply this method a loss function has to be minimized. The aim of the paper is an investigation of the local minimum points of this loss function for a common structure of a