PDF-164YONGBAOLet=(;;2)0bethevectorofmodelparametersoftheMA(1)modelyt=

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Published 2016-03-12 . 512 views

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2log21 2log20 2T21where1T0andtisdenedrecursivelyfromtytt1startingwith00LetTbetheQMLEof0basedontheGaussianlikelihoodfunction1Nowsupposeweworkwiththedemeanedd

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