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The auto regression moving average model optimization method of parameter estimation based on the improved conjugate gradient thoughts - MaRDI portal

The auto regression moving average model optimization method of parameter estimation based on the improved conjugate gradient thoughts (Q2927477)

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scientific article; zbMATH DE number 6365393
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The auto regression moving average model optimization method of parameter estimation based on the improved conjugate gradient thoughts
scientific article; zbMATH DE number 6365393

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    3 November 2014
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    ARMA\((p, q)\) model
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    conjugate gradient method
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    global convergence
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    parameter estimation
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    nonlinear programming
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    The auto regression moving average model optimization method of parameter estimation based on the improved conjugate gradient thoughts (English)
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