The behaviour of the likelihood function for ARMA models (Q3347148): Difference between revisions
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Latest revision as of 16:46, 25 April 2024
scientific article
Language | Label | Description | Also known as |
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English | The behaviour of the likelihood function for ARMA models |
scientific article |
Statements
The behaviour of the likelihood function for ARMA models (English)
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1984
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maximum likelihood estimation
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continuity of likelihood function
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Gaussian likelihood function
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multivariate ARMA models
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natural parameter space
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boundary
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existence of a maximum of the likelihood function
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