Search Results - subject:"likelihood function"

Testing linear hypotheses in errors in variables model

Bansal, Naveen - In: Annals of the Institute of Statistical Mathematics 42 (1990) 3, pp. 581-596

Persistent link: https://www.econbiz.de/10005395657

Convergence results for maximum likelihood type estimators in multivariable ARMA models

Pötscher, B. M. - In: Journal of Multivariate Analysis 21 (1987) 1, pp. 29-52

General convergence results for maximum likelihood type estimators in multivariable ARMA-models under very weak assumptions are given. This extends results by Dunsmuir and Hannan (1976, Advan. Appl. Probab. 8 339-364) and Deistler, Dunsmuir, and Hannan (1978, Advan. Appl. Probab. 10 360-372). In...

Persistent link: https://www.econbiz.de/10005093888

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications

Kim, Chang-Jin; Nelson, Charles R. - The MIT Press

that have both features. One approach, in the classical framework, approximates the likelihood function; the other, in the …

Persistent link: https://www.econbiz.de/10004973074