Asymptotic Form of the Covariance Matrix of Likelihood-Based Estimator in Multidimensional Linear System Model for the Case of Infinity Number of Nuisance Parameters

This article is devoted to the synthesis and analysis of the quality of the statistical estimate of parameters of a multidimensional linear system (MLS) with one input and <i>m</i> outputs. A nontrivial case is investigated when the one-dimensional input signal of MLS is a deterministic...

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Bibliographic Details
Main Author: Alexander Varypaev
Format: Article
Language:English
Published: MDPI AG 2024-02-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/12/3/473