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An iterative method for exact maximum likelihood estimation of the parameters of a harmonic series

✍ Scribed by White, L.B.


Book ID
119996150
Publisher
IEEE
Year
1993
Tongue
English
Weight
392 KB
Volume
38
Category
Article
ISSN
0018-9286

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We consider a multiple autoregressive model with non-normal error distributions, the latter being more prevalent in practice than the usually assumed normal distribution. Since the maximum likelihood equations have convergence problems (Puthenpura and Sinha, 1986) [11], we work out modified maximum