Journal of Emerging Trends in Engineering and Applied Sciences: Research Areas

Abstract:
We postulate a situation in which a process, is on the influence of another data generating process where processes independent of each other. may be generated as a result of an emergency policy to combat natural disaster or global / national economic downturn etc. We discuss the stationary conditions for this model and provide the maximum likelihood estimates for the parameters of the model under Gaussian assumptions. We also present discussion on the consistency and asymptotic normality of the estimates.

Keywords: maximum likelihood, ARMA, consistency, asymptotic normality.

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