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zbMath1340.62089MaRDI QIDQ3463100

Rui Shan, Wen Liu, Yaning Liu

Publication date: 15 January 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

parameter estimation conjugate gradient method unconstrained problem autoregressive integrated moving average model auto-regressive and moving average model Wolfe search

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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