Search results with tag "Maximum likelihood estimation of an"

Maximum Likelihood Estimation of an ARMA(p,q) Model

Maximum Likelihood Estimation of an ARMA(p,q) Model Constantino Hevia The World Bank. DECRG. October 2008 This note describes the Matlab function arma_mle.m that computes the maximum likelihood

  Maximum, Estimation, Likelihood, Maximum likelihood estimation of an