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,

回答 (1 件)

Matt Sprague
Matt Sprague 2018 年 1 月 11 日

0 投票

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

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質問済み:

2018 年 1 月 5 日

回答済み:

2018 年 1 月 11 日

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