An improved conjugate gradient parameter estimation for autoregressive integrated moving average model (Q3463100)
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scientific article; zbMATH DE number 6531498
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| English | An improved conjugate gradient parameter estimation for autoregressive integrated moving average model |
scientific article; zbMATH DE number 6531498 |
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15 January 2016
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autoregressive integrated moving average model
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auto-regressive and moving average model
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parameter estimation
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unconstrained problem
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conjugate gradient method
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Wolfe search
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0.9023044109344482
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0.8541491031646729
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0.8226571679115295
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0.7426341772079468
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0.7366308569908142
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