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New approximation for ARMA parameters estimate - MaRDI portal

New approximation for ARMA parameters estimate (Q2228687)

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New approximation for ARMA parameters estimate
scientific article

    Statements

    title
    New approximation for ARMA parameters estimate (English)
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    author
    K. Djeddour
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    Yakoub Boularouk
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    publication date
    19 February 2021
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    zbMATH Keywords
    ARMA process
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    likelihood function
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    innovation algorithm
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    multivariate least squares
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    Identifiers

    zbMATH DE Number
    7313409
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    OpenAlex ID
    W2060570298
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