like to know how MLE works.
there is neither information about the distribution of v(t) nor if u(t)
follows a stationary process.
suppose that v(t) is normaly distributed - so we want to estimate beta(1),
beta(2) and sigma2 (the variance of v(t)).
thanks in advance!
alexandre bonnet
getulio
bonnet
getulio vargas foundation, brazil*
--
Alexandre Bonnet
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