Parameter estimation method of ARIMA model based on convex combination conjugate gradient

MaRDI QIDQ4996747zbMATH OpenFDO

Authors Zi Li, Rui Shan

Publication date 1 July 2021

zbMATH Keywords

ARIMA modelcomplete convergenceconjugate gradient methodconvex combinationparameter estimation

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(3)

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• An improved conjugate gradient parameter estimation for autoregressive integrated moving average model
• Optimization method for ARIMA model parameter estimation based on idea of improved spectral conjugate gradient

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