Displaying similar documents to “Estimation of parameters: NUAR(1) process.”

On One Estimation Problem

Jelena Bulatović, Alobodanka Janjić (1979)

Publications de l'Institut Mathématique

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

Bala Chandra (1984)

Trabajos de Estadística e Investigación Operativa

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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.