Article ID Journal Published Year Pages File Type
1139300 Mathematics and Computers in Simulation 2015 7 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
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