Computationally efficient maximum likelihood estimation of structured covariance matrices. (English) Zbl 0986.62014
MSC:
| 62F12 | Asymptotic properties of parametric estimators |
| 65C60 | Computational problems in statistics (MSC2010) |
| 62B10 | Statistical aspects of information-theoretic topics |
| 62H12 | Estimation in multivariate analysis |
