2 papers
math.ST2026
Likelihood Geometry of Moving Average and Autoregressive Processes
Carlos Améndola, Gabriel Riffo
We study the problem of maximum likelihood estimation for moving average (MA) time series models from the perspective of algebraic statistics, with a focus on the structure and num…
math.AG2023
Differential Equations for Gaussian Statistical Models with Rational Maximum Likelihood Estimator
Carlos Améndola, Lukas Gustafsson, Kathlén Kohn +2
We study multivariate Gaussian statistical models whose maximum likelihood estimator (MLE) is a rational function of the observed data. We establish a one-to-one correspondence bet…