On the efficiency of procedures for estimation of parameters in Arima models

DOI10.1007/BF02888905zbMath0731.62143OpenAlexW2041415559MaRDI QIDQ3357401

No author found.

Publication date: 1984

Published in: Trabajos de Estadistica y de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40802

zbMATH Keywords

efficiencyNewton-Raphson iteration methodARIMA modelsautoregressive integrated moving average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Estimation for autoregressive moving average models in the time and frequency domains
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters

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