scientific article; zbMATH DE number 4009603

MaRDI QIDQ3759761zbMATH OpenFDO

Authors Xiaosong Liu, Zhichao Yan

Publication date 1986

zbMATH Keywords

parameter estimationidentificationalgorithmARMA modelGreen functionlinear least squares method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Software, source code, etc. for problems pertaining to statistics (62-04)

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(14)

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• New approximation for ARMA parameters estimate
• ARMA model order and parameter estimation using genetic algorithms
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• Identification of an unstable ARMA equation
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