Introduction to Time Series Analysis. Lecture 14. Last lecture: Maximum likelihood estimation 1. Review: Maximum likelihood estimation 2. Model selection 3. Integrated ARMA models 4. Seasonal ARMA

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Date: 2010-10-19 01:08:40 Estimation theory M-estimators Maximum likelihood estimation Statistical theory Autoregressivemoving-average model Akaike information criterion Likelihood function		Introduction to Time Series Analysis. Lecture 14. Last lecture: Maximum likelihood estimation 1. Review: Maximum likelihood estimation 2. Model selection 3. Integrated ARMA models 4. Seasonal ARMA Add to Reading List Source URL: www.stat.berkeley.edu Download Document from Source Website File Size: 79,96 KB Share Document on Facebook

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