Arima Quasi maximum likelihood

Dear,
I was wondering if the errors of the arima models are estimated by quasi maximum likelihood (QML)? Thank you.
Mvg,

Answers (1)

Matt Sprague
Matt Sprague on 11 Jan 2018
Maximum Likelihood Estimation is used to estimate the parameters of an arima model

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Asked:

on 5 Jan 2018

Answered:

on 11 Jan 2018

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