164YONGBAOLet=(;;2)0bethevectorofmodelparametersoftheMA(1)modelyt= - PPT Presentation
2log21
2log20
2T21where1T0andtisdenedrecursivelyfromtytt1startingwith00LetTbetheQMLEof0basedontheGaussianlikelihoodfunction1Nowsupposeweworkwiththedemeanedd ID: 252678