THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS

Pham Dinh Tuan

Journal of Time Series Analysis, 1984, vol. 5, issue 1, 53-68

Abstract: Abstract. This paper provides some new and improved versions of an earlier procedure for the estimation of parameters for autoregressive moving average models suggested by the author (1979). Some numerical examples of the application of the procedure are also given.

Date: 1984
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https://doi.org/10.1111/j.1467-9892.1984.tb00378.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:5:y:1984:i:1:p:53-68

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