Estimating Parameters of a Multiplicative Seasonal ARIMA Model Using Prediction Error Method Algorithm
The Yugoslav Journal of Operations Research (1993)
- Volume: 3, Issue: 5, page 33-42
- ISSN: 0354-0243
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topDavor Radenović. "Estimating Parameters of a Multiplicative Seasonal ARIMA Model Using Prediction Error Method Algorithm." The Yugoslav Journal of Operations Research 3.5 (1993): 33-42. <http://eudml.org/doc/261427>.
@article{DavorRadenović1993,
author = {Davor Radenović},
journal = {The Yugoslav Journal of Operations Research},
keywords = {time series modeling; autoregressive integrated moving average model; Gauss-Newton parameter estimator; recursive prediction error algorithm; ARIMA models},
language = {eng},
number = {5},
pages = {33-42},
publisher = {Faculty of Organizational Sciences},
title = {Estimating Parameters of a Multiplicative Seasonal ARIMA Model Using Prediction Error Method Algorithm},
url = {http://eudml.org/doc/261427},
volume = {3},
year = {1993},
}
TY - JOUR
AU - Davor Radenović
TI - Estimating Parameters of a Multiplicative Seasonal ARIMA Model Using Prediction Error Method Algorithm
JO - The Yugoslav Journal of Operations Research
PY - 1993
PB - Faculty of Organizational Sciences
VL - 3
IS - 5
SP - 33
EP - 42
LA - eng
KW - time series modeling; autoregressive integrated moving average model; Gauss-Newton parameter estimator; recursive prediction error algorithm; ARIMA models
UR - http://eudml.org/doc/261427
ER -
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