scientific article; zbMATH DE number 4009603

zbMATH Open0622.62087MaRDI QIDQ3759761FDOQ3759761

Authors: Xiaosong Liu, Zhichao Yan 

Publication date: 1986

Title of this publication is not available (Why is that?)

Recommendations

• ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS
• One New Method on ARMA Model Parameters Estimation
• scientific article; zbMATH DE number 3938370
• Recursive method for ARMA model estimation. II
• scientific article; zbMATH DE number 232830

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)

Cited In (14)

• A comparison of two linear methods of estimating the parameters of ARMA models
• A high-order Yule-Walker method for estimation of the AR parameters of an ARMA model
• A method to estimate the parameters of an ARMA model
• New approximation for ARMA parameters estimate
• ARMA model order and parameter estimation using genetic algorithms
• ARMA parameter estimation using a novel recursive estimation algorithm with selective updating
• Identification of an unstable ARMA equation
• One New Method on ARMA Model Parameters Estimation
• ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS
• An algorithm for solving the extended Yule- Walker equations of an autoregressive moving-average time series (Corresp.)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3759761)