An improved conjugate gradient parameter estimation for autoregressive integrated moving average model

MaRDI QIDQ3463100zbMATH OpenFDO

Authors Rui Shan, Yaning Liu, Wen Liu

Publication date 15 January 2016

zbMATH Keywords

parameter estimationconjugate gradient methodunconstrained problemautoregressive integrated moving average modelauto-regressive and moving average modelWolfe search

Mathematics Subject Classification ID

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

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(5)

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