The consistency proof for the (Gaussian quasi) maximum likelihood estimator in multivariable ARMA models as given in Dunsmuir and Hannan (1976, Adv, in Appl. Probab. 8, 339-364) rests on a certain property of the underlying parameter space, called B6 in their paper. It is not known whether the...

General convergence results for maximum likelihood type estimators in multivariable ARMA-models under very weak assumptions are given. This extends results by Dunsmuir and Hannan (1976, Advan. Appl. Probab. 8 339-364) and Deistler, Dunsmuir, and Hannan (1978, Advan. Appl. Probab. 10 360-372). In...

This paper is concerned with linear dynamic factor models. In such models the observed process is decomposed into a structural part called the latent process, and a remainder that is called noise. The observed variables are treated in a symmetric way, so that no distinction between inputs and...

Dementia caused by Alzheimer’s disease (AD) is worldwide one of the main medical and social challenges for the next years and decades. An automated analysis of changes in the electroencephalogram (EEG) of patients with AD may contribute to improving the quality of medical diagnoses. In this...