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Comments on “Convergence Properties of the Likelihood of Computed Dynamic Models”

✍ Scribed by Daniel Ackerberg; John Geweke; Jinyong Hahn


Book ID
111857474
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
100 KB
Volume
77
Category
Article
ISSN
0012-9682

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Comments on ‘non-convergence of the appr
✍ Lennart Ljung 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 130 KB

The following three comments and claims are made: 1. The 'approximate maximum likelihood method ' [called RELS in (S6derstr6m et al., 1978)] may work well in applications even though it has been proven that it does not always converge. 2. It was incorrect in (\* Ljung et al., 1975) to call the 'si