Advertisement

The Estimation of Multivariate Models

  • Des F. Nicholls
  • Barry G. Quinn
Part of the Lecture Notes in Statistics book series (LNS, volume 11)

Abstract

From the point of view of estimation, to date we have only considered scalar RCA models. In this chapter we shall give a brief theoretical discussion of the estimation of multivariate RCA models. While the least squares estimation procedure of chapter 3 will be seen to extend readily to the multivariate situation, the extension of the maximum likelihood procedure is not as straightforward.

Keywords

Random Vector Asymptotic Property Ergodic Theorem Maximum Likelihood Procedure Maximum Likelihood Estimation Procedure 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag New York Inc. 1982

Authors and Affiliations

  • Des F. Nicholls
    • 1
  • Barry G. Quinn
    • 2
  1. 1.Australian National UniversityCanberraAustralia
  2. 2.University of WollongongWollongongAustralia

Personalised recommendations