Empirical likelihood methods have emerged as a robust, non‐parametric framework for statistical inference that skilfully bypasses the need for strong parametric assumptions. By constructing likelihood ...

This paper proposes three methods for computing the exact likelihood function of multivariate moving average models. Each method utilizes the structure of the covariance matrix in a different way.

Journal of the Royal Statistical Society. Series C (Applied Statistics) When the data in a polynomial regression problem come in grouped form, finding the maximum likelihood estimates of the ...