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First order conditions for the maximum likelihood estimation of an exact ARMA model

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  • van der Leeuw, J.L.

Abstract

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Suggested Citation

  • van der Leeuw, J.L., 1993. "First order conditions for the maximum likelihood estimation of an exact ARMA model," Research Memorandum FEW 611, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:2296c5eb-adb8-471c-8408-68590b717c9e
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1139882/LJ5613423.pdf
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    Cited by:

    1. van der Leeuw, J.L. & Tigelaar, H.H., 1994. "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Other publications TiSEM 01f8dc96-8313-4917-b804-2, Tilburg University, School of Economics and Management.
    2. van der Leeuw, J.L. & Tigelaar, H.H., 1994. "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Research Memorandum FEW 662, Tilburg University, School of Economics and Management.
    3. van der Leeuw, J.L., 1994. "The second derivative of the likelihood of an exact ARMA model," Other publications TiSEM 04f52885-2820-4b2d-b1f0-b, Tilburg University, School of Economics and Management.
    4. van der Leeuw, J.L., 1994. "The second derivative of the likelihood of an exact ARMA model," Research Memorandum FEW 661, Tilburg University, School of Economics and Management.

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