Arima Quasi maximum likelihood

Dear,
I was wondering if the errors of the arima models are estimated by quasi maximum likelihood (QML)? Thank you.
Mvg,

Antworten (1)

Matt Sprague
Matt Sprague am 11 Jan. 2018

0 Stimmen

Maximum Likelihood Estimation is used to estimate the parameters of an arima model

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Gefragt:

am 5 Jan. 2018

Beantwortet:

am 11 Jan. 2018

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