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Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market

  • Published:2023-01 Issue: Volume:417 Page:114604
  • ISSN:0377-0427
  • Container-title:Journal of Computational and Applied Mathematics
  • language:en
  • Short-container-title:Journal of Computational and Applied Mathematics

Author:

Xin Yue,Gao Jinwu,Yang Xiangfeng,Yang Jing

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference35 articles.

1. On a method of investigating periodicities disturbed series, with special reference to Wolfer’s sunspot numbers;Yule;Philos. Trans. Royal Soc. Lond. Ser A,1927

2. On periodicity in series of related terms;Walker;Philos. Trans. Royal Soc. Lond. Ser A,1931

3. Time Series Analysis: Forecasting and Control;Box,1970

4. Time Series Analysis and Its Applications: with R Examples;Shumway,2017

5. New Methods for the Determination of the Orbits of Comets;Legendre,1805

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