  This paper deals with multivariate Gaussian models for which the covariance
matrix is a Kronecker product of two matrices. We consider maximum likelihood
estimation of the model parameters, in particular of the covariance matrix.
There is no explicit expression for the maximum likelihood estimator of a
Kronecker product covariance matrix. The main question in this paper is whether
the maximum likelihood estimator of the covariance matrix exists and if it is
unique. The answers are different for different models that we consider.
