Uniqueness of the maximum likelihood estimates of ARMA model parameters--An elementary proof

Publisher Website

1 June 1982

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control

Vol. 27 (3) , 736-738
https://doi.org/10.1109/tac.1982.1102971

Abstract

No abstract available

Keywords

This publication has 2 references indexed in Scilit:

Uniqueness of prediction error estimates of multivariable moving average models
Automatica, 1982
Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
IEEE Transactions on Automatic Control, 1974