The behaviour of the likelihood function for ARMA models (Q3347148)
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scientific article; zbMATH DE number 3881729
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| English | The behaviour of the likelihood function for ARMA models |
scientific article; zbMATH DE number 3881729 |
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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0.8352590203285217
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0.8108421564102173
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