Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 219 / 1 / b / Solution

Put $w_k=C_k^{-1}$, $u_i=H_i^{-1}$, $A={\sum }_k{w}_k$, $B={\sum }_i{u}_i$, and form the weighted meansThe two equations obtained from the score function areConsequently the maximum-likelihood estimators areThe Hessian matrix of the log likelihood isIts first leading principal minor is negative and its determinant is $AB>0$, so it is a negative-definite matrix. Thus the stationary point is the unique global maximum.