✦ LIBER ✦

The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models

✍ Scribed by M. O. Salau

Publisher: Springer-Verlag
Year: 2003
Tongue: English
Weight: 947 KB
Volume: 44
Category: Article
ISSN: 0932-5026
DOI: 10.1007/s00362-002-0135-6

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on the existence of maximum likel

A note on the existence of maximum likelihood estimates for Gaussian-inverted Wishart models

✍ N. Le; L. Sun; J.V. Zidek 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 221 KB

We show that a non-identifiability problem can occur when one attempts to estimate the degrees of freedom and the unstructured covariance matrix simultaneously in a Gaussian-inverted Wishart model, using the maximum likelihood approach. However, the EM algorithm may falsely converge to give finite e

On the Asymptotic Relative Efficiency of

On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models

✍ D.S. Poskitt; M.O. Salau 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 780 KB

Derivation of the unconditional state-co

Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models

✍ Stefan Mittnik 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 501 KB

An order-preserving property of the maxi

An order-preserving property of the maximum likelihood estimates for the Rasch model

✍ Lucio Bertoli-Barsotti 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 108 KB

On the existence of maximum likelihood e

On the existence of maximum likelihood estimates in random effects models for clustered multivariate binary data

✍ David Todem; KyungMann Kim 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 237 KB

Approximate solutions for the maximum-li

Approximate solutions for the maximum-likelihood estimates in models of univariate human twin data

✍ U. W. L. Wijesiri; Christopher J. Williams 📂 Article 📅 1995 🏛 Springer US 🌐 English ⚖ 407 KB