PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS

DOI10.1111/j.1467-9892.1995.tb00226.xzbMath0814.62050OpenAlexW1986292882MaRDI QIDQ4328375

Graham C. Goodwin, G. J. Adams

Publication date: 18 June 1995

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00226.x

zbMATH Keywords

consistent estimatessimulationsautomatic controlautoregressive moving-averageperiodic ARMA modelson-line parameter estimationPARMA modelpseudo-linear regressions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Filtering in stochastic control theory (93E11)

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