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Estimating parameters of non-gaussian mixed model ARMA (1,1) by using a non-linear newton Raphson procedure : simulation study
Other Title(s)
تقدير معالم النموذج المختلط غير الطبيعي (1، 1) ARMS باستخدام أحد أساليب نيوتن-رافسن غير الخطية
Joint Authors
al-Khudari, Muhammad Qadduri
al-Nasir, Abd al-Majid Hamzah
Source
Issue
Vol. 2005, Issue 8 (31 Dec. 2005), pp.1-11, 11 p.
Publisher
Publication Date
2005-12-31
Country of Publication
Iraq
No. of Pages
11
Main Subjects
Abstract EN
To estimate non-linear parameters of mixed model ARMA(1,1) in moving average, the researchers have applied a non-linear Newton-Raphson procedure to estimate these parameters of this model, and to test its efficiency, to compare it with non-linear least Square method by simulation.
As a main conclusion, the researchers have found that this applied procedure is good, efficient and reliable as a method for estimating parameter of the non-linear mixed model ARMA(1,1)
American Psychological Association (APA)
al-Nasir, Abd al-Majid Hamzah& al-Khudari, Muhammad Qadduri. 2005. Estimating parameters of non-gaussian mixed model ARMA (1,1) by using a non-linear newton Raphson procedure : simulation study. al-Mansour،Vol. 2005, no. 8, pp.1-11.
https://search.emarefa.net/detail/BIM-968810
Modern Language Association (MLA)
al-Nasir, Abd al-Majid Hamzah& al-Khudari, Muhammad Qadduri. Estimating parameters of non-gaussian mixed model ARMA (1,1) by using a non-linear newton Raphson procedure : simulation study. al-Mansour No. 8 (2005), pp.1-11.
https://search.emarefa.net/detail/BIM-968810
American Medical Association (AMA)
al-Nasir, Abd al-Majid Hamzah& al-Khudari, Muhammad Qadduri. Estimating parameters of non-gaussian mixed model ARMA (1,1) by using a non-linear newton Raphson procedure : simulation study. al-Mansour. 2005. Vol. 2005, no. 8, pp.1-11.
https://search.emarefa.net/detail/BIM-968810
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 10
Record ID
BIM-968810