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,

답변 (1개)

Matt Sprague
Matt Sprague 2018년 1월 11일

0 개 추천

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

카테고리

도움말 센터File Exchange에서 Conditional Mean Models에 대해 자세히 알아보기

질문:

2018년 1월 5일

답변:

2018년 1월 11일

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