i have ARMA(2,1) model (1-∅1* p - ∅2 *p^2 ) Zt=(1-c) * at . I want estimate the parameters ∅1 , ∅2 and c by maximum likelihood method ؟ what should I do . Please help me
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where {at} follows the normal distribution (0 ,segma ^2)
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le 18 Déc 2016
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