The exact likelihood for a multivariate ARMA model
نویسندگان
چکیده
منابع مشابه
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Proof of Lemma A.1. (i) As Θa is open, we can choose a small neighborhood N (θ • a) whose closure N (θ• a) is contained in Θa. By continuity of a (·; ·), compactness of {z : |z| ≤ 1} × N (θ• a), and the condition a (z; θa) 6= 0 for |z| ≤ 1 and θa ∈ Θa, we can find a positive δ (θ• a) such that a (z; θa) 6= 0 for |z| ≤ 1 + 2δ (θ• a) and θa ∈ N (θ• a). That the inverse a (z; θa) −1 has the stated...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1984
ISSN: 0047-259X
DOI: 10.1016/0047-259x(84)90023-x