Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1139300 | Mathematics and Computers in Simulation | 2015 | 7 Pages |
Abstract
This paper presents a new approach for the optimization of autoregressive moving average parameters estimation. We prove that the log likelihood function of the process is almost surely equal to a polynomial of order two. Thereafter, using the methods of least squares, our function will be approximated by a polynomial of order two which will be used to calculate an estimation of the maximum.
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Engineering
Control and Systems Engineering
Authors
Y. Boularouk, K. Djeddour,