JOURNAL ARTICLE
Maximum likelihood estimation of the linear model with equicorrelated errors
Giuseppe De LucaJan R. MagnusAndrey L. Vasnev
Year: 2025 Journal: Communication in Statistics- Theory and Methods Vol: 54 (19)Pages: 6295-6302 Publisher: Taylor & Francis
Abstract
Abstract.: We provide a simple proof that the maximum-likelihood estimator in the linear model with equicorrelated errors does not exist, and explain why not.
Keywords:
Maximum likelihood Estimation Statistics Linear model Mathematics Maximum likelihood sequence estimation Econometrics Computer science Economics
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Topics
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Statistical and numerical algorithms
Physical Sciences → Mathematics → Applied Mathematics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
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