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Tensor methods of full-information maximum likelihood estimation: Estimation with parameter constraints

✍ Scribed by Seth A. Greenblatt

Publisher
Springer US
Year
1995
Tongue
English
Weight
829 KB
Volume
8
Category
Article
ISSN
1572-9974

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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