Arima Quasi maximum likelihood

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Sara
Sara 2018년 1월 5일
답변: Matt Sprague 2018년 1월 11일
Dear,
I was wondering if the errors of the arima models are estimated by quasi maximum likelihood (QML)? Thank you.
Mvg,

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답변 (1개)

Matt Sprague
Matt Sprague 2018년 1월 11일
Maximum Likelihood Estimation is used to estimate the parameters of an arima model
https://www.mathworks.com/help/econ/arima-maximum-likelihood-estimation.html

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