Question: For the process ???????? = ???????? + (1 ????????)???????? show that for long series the variance-- covariance matrix of the maximum likelihood estimates ????????,

For the process ???????? = ???????? + (1 − ????????)???????? show that for long series the variance--

covariance matrix of the maximum likelihood estimates ????̂????, ????̂ is approximately

????−1 [

(1 − ????)

2????2

???? 0 0 1− ????2

]

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Forecasting Predictive Analytics Questions!

Q:

Based on the explanation above, make a Conclusion and key findings summary related to the main sector in Malaysia is manufacturing, agriculture,mining and quarry, service,construction( 50 marks)(...

Q:

Objectives i. To analysis whether it significant change of wage across the inter-industry in Malaysia. ii. To identify the factor that contribute to the wage differential among inter-industry in...

Q:

Based on text above, explain how to analysis whether it significant change of wage across the inter-industry (50 marks) Type III Tests of Fixed Effects, gives the overall statistical significance for...

Q:

Objectives i. To analysis whether it significant change of wage across the inter-industry in Malaysia. ii. To identify the factor that contribute to the wage differential among inter-industry in...

Q:

Objectives i. To analysis whether it significant change of wage across the inter-industry in Malaysia. ii. To identify the factor that contribute to the wage differential among inter-industry in...

Q:

Based on text above, a) explain how to analysis whether it significant change of wage across the inter-industry (50 marks) b) How to describe analyse the compounding that influence inter-industry (50...

Q:

help with formulas and written. will give 5 stars. Written Portfolio Asset Allocation Review and Risk Management Strategy Your task: Prepare a written report recommending an optimal asset allocation...

Q:

1 2 3 4 7 8 9 12 13 14 15 16 17 18 19 20 21 22 23 24 28 29 30 31 38 40 41 44 47 48 49 50 51 62 63 64 66 67 68 69 70 71 73 74 76 77 78 79 80 81 82 85 86 87 88 89 90 91 92 93 94 95 99 100 101 104 105...

Q:

please help!!!! Written Portfolio Asset Allocation Review and Risk Management Strategy Your task Prepare a written report recommending an optimal asset allocation given the market expectations below....

Q:

please help!!!!!! FIN 623 Semester Project Option 2: Written Portfolio Asset Allocation Review and Risk Management Strategy Your task: Prepare a written report recommending an optimal asset...

Q:

Various Journal Entries Lodi Company is authorized to issue 100,000 shares of no par, $6 stated value common stock and 10,000 shares of 9%, $100 par preferred stock. It enters into the following...

Q:

8.31: For the circuit shown in Figure beside: 1. Derive an expression for ao w.rt. the circuit elements. BL Vo 20A 2. Find ao & Vo(mo). if Re=30, R =40, C=10LF & L=4mH. (Ans.: 0o=5Krad/sec &...

Q:

Abandonment Value (LO4) We are examining a new project. We expect to sell 7,600 units per year at $68 net cash flow apiece for the next ten years. In other words, the annual operating cash flow is...

Q:

What four general-purpose financial statements do business enterprises use?