On the efficiency of procedures for estimation of parameters in ARIMA models.
Chandra, Bala
Trabajos de Estadística e Investigación Operativa, Tome 35 (1984), p. 237-241 / Harvested from Biblioteca Digital de Matemáticas
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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.

Publié le : 1984-01-01
DMLE-ID : 3386 
@article{urn:eudml:doc:40802,
     title = {On the efficiency of procedures for estimation of parameters in ARIMA models.},
     journal = {Trabajos de Estad\'\i stica e Investigaci\'on Operativa},
     volume = {35},
     year = {1984},
     pages = {237-241},
     zbl = {0731.62143},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40802}
}

Chandra, Bala. On the efficiency of procedures for estimation of parameters in ARIMA models.. Trabajos de Estadística e Investigación Operativa, Tome 35 (1984) pp. 237-241. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40802/