The auto regression moving average model optimization method of parameter estimation based on the improved conjugate gradient thoughts
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Publication:2927477
zbMATH Open1313.65013MaRDI QIDQ2927477
Publication date: 3 November 2014
Published in: Journal of Lanzhou University of Technology (Search for Journal in Brave)
global convergenceparameter estimationconjugate gradient methodnonlinear programmingARMA\((p, q)\) model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonlinear programming (90C30)
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