On the efficiency of procedures for estimation of parameters in Arima models

  • B. Chandra


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.


Initial Estimate Central Processing Unit Final Estimate Grid Method Arima Model 
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Copyright information

© Springer 1984

Authors and Affiliations

  • B. Chandra
    • 1
  1. 1.Departament of Mathematics and StatisticsUniversity of PittsburghPittsburghUSA

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