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

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

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

2log21 2log20 2T21where1T0andtisde nedrecursivelyfromtytt1startingwith00Let TbetheQMLEof 0basedontheGaussianlikelihoodfunction1Nowsupposeweworkwiththedemeanedd ID: 252678

2log(2)1 2log(2)"0" 2T2;(1)where"=("1;;"T)0and"tisde nedrecursivelyfrom"t=yt"t1startingwith"0=0:Let^ TbetheQMLEof 0basedontheGaussianlikelihoodfunction(1).Nowsupposeweworkwiththedemeanedd

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