One New Method on ARMA Model Parameters Estimation

DOI10.5539/MAS.V3N5P204MaRDI QIDQ3398142zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

ARMA \((n,m)\)BFGStrust-region

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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