On the efficiency of procedures for estimation of parameters in ARIMA models.

Chandra, Bala. "On the efficiency of procedures for estimation of parameters in ARIMA models.." Trabajos de Estadística e Investigación Operativa 35.2 (1984): 237-241. <http://eudml.org/doc/40802>.

@article{Chandra1984,
abstract = {The paper discusses the implementation of the Newton-Raphson iterative method of estimation of parameters in the autoregressive integrated moving average (ARIMA) models. The efficiency of this method has been compared with other well known methods of estimation.},
author = {Chandra, Bala},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Procesos estocásticos; Métodos iterativos; Análisis; Estimación; Parámetros; Modelos estadísticos; ARIMA models; Newton-Raphson iteration method; autoregressive integrated moving average models; efficiency},
language = {eng},
number = {2},
pages = {237-241},
title = {On the efficiency of procedures for estimation of parameters in ARIMA models.},
url = {http://eudml.org/doc/40802},
volume = {35},
year = {1984},
}

TY - JOUR
AU - Chandra, Bala
TI - On the efficiency of procedures for estimation of parameters in ARIMA models.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1984
VL - 35
IS - 2
SP - 237
EP - 241
AB - The paper discusses the implementation of the Newton-Raphson iterative method of estimation of parameters in the autoregressive integrated moving average (ARIMA) models. The efficiency of this method has been compared with other well known methods of estimation.
LA - eng
KW - Procesos estocásticos; Métodos iterativos; Análisis; Estimación; Parámetros; Modelos estadísticos; ARIMA models; Newton-Raphson iteration method; autoregressive integrated moving average models; efficiency
UR - http://eudml.org/doc/40802
ER -