Maximum Likelihood Estimation for the Near(2) Model
研究了NEAR(2)非线性时间序列模型的最大似然估计，针对似然函数不连续带来的困难，提出了两种探索性解决方法。
SUMMARY The NEAR(2) model is a model for nonlinear time series with exponential marginals. It formed the subject of a recent discussion paper by Lawrance and Lewis. We explore the possibility of maximum likelihood estimation with particular reference to the difficulties created by discontinuities in the likelihood function. Two exploratory techniques are proposed for resolving those difficulties. This note is an expanded version of a contribution presented orrally at the meeting.