One New Method on ARMA Model Parameters Estimation

DOI10.5539/MAS.V3N5P204zbMATH Open1170.65317OpenAlexW1976845448MaRDI QIDQ3398142FDOQ3398142

Authors: Xiao-Qin Cao, Rui Shan, Jing Fan, Peiliang Li 

Publication date: 25 September 2009

Published in: Modern Applied Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5539/mas.v3n5p204

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zbMATH Keywords

trust-regionBFGSARMA \((n,m)\)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

Cited In (14)

• A comparison of two linear methods of estimating the parameters of ARMA models
• A method to estimate the parameters of an ARMA model
• New approximation for ARMA parameters estimate
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• The auto regression moving average model optimization method of parameter estimation based on the improved conjugate gradient thoughts
• Optimization method for ARIMA model parameter estimation based on idea of improved spectral conjugate gradient
• ARMA parameter estimation using a novel recursive estimation algorithm with selective updating
• A new least-squares approach to differintegration modeling
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• Parameter estimation method of ARIMA model based on convex combination conjugate gradient
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