ML degree formula for the MA(1) model
ML degree formula for the MA(1) model
Let be the moving-average model with sample points, and let its maximum-likelihood degree be the number of complex critical points of the likelihood function for generic data. ML degree conjecture. The ML degree of for sample points is equal to
The formula is inferred from ML degree computations for ; the supplied text gives no proof or resolution, so the general claim remains open.
Sources & referencesView supporting material
Primary source
Carlos Améndola and Viet Son Pham, “Autocovariance Varieties of Moving Average Random Fields”, arXiv:1903.08611 (2019).
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