Arima Quasi maximum likelihood

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Sara
Sara on 5 Jan 2018
Answered: Matt Sprague on 11 Jan 2018
Dear,
I was wondering if the errors of the arima models are estimated by quasi maximum likelihood (QML)? Thank you.
Mvg,

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Answers (1)

Matt Sprague
Matt Sprague on 11 Jan 2018
Maximum Likelihood Estimation is used to estimate the parameters of an arima model
https://www.mathworks.com/help/econ/arima-maximum-likelihood-estimation.html

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