using Maximum Likelihood Estimation (MLE) to find the correlation length of a set of data

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Pooneh Shah Malekpoor
Pooneh Shah Malekpoor 2022 年 9 月 29 日
編集済み: Pooneh Shah Malekpoor 2022 年 9 月 29 日
Hello
I have a set of data with normal distribution. I know we can estimate the population parameters using MLE which are the mean and variance with respect to a normal distribution. The issue for me is about finding the correlation length of this set of data. In fact, I want to find the two parameters in the correlation model of Whittle-Matern. This correlation model has two-parameters as:
How can I find these two parameters (ν and θ) using MLE?

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