Lung-fei Lee, Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix, Econometric Theory, Vol. 9, No. 3 (Sep., 1993), ...

The method of calculating the exact likelihood function of a stationary autoregressive moving average (ARMA) time series based on Akaike's Markovian representation and using Kalman recursive ...