Searching for just a few words should be enough to get started. If you need to make more complex queries, use the tips below to guide you.
Article type: Research Article
Authors: Mockus, Jonas | Soofi, Abdol S.
Affiliations: Institute of Mathematics and Informatics, 2600 Vilnius, Akademijos St. 4, Lithuania | Department of Economics, University of Wisconsin, Platteville, WI 53818
Abstract: One objective of this paper is to estimate the parameters p,d,q of an autoregressive fractionally integrated moving average ARFIMA (p,d,q) stochastic model by minimizing the squares of the residuals using a Bayesian global optimization techniques. We consider bilinear model, too because it is the simple extension of linear model, defined by adding a bilinear term to traditional ARMA model. Therefore, the second objective of the paper is to estimate parameters of a bilinear time series.
Keywords: autoregressive, fractionally integrated, bilinear, global optimization
DOI: 10.3233/INF-1995-6104
Journal: Informatica, vol. 6, no. 1, pp. 61-70, 1995
IOS Press, Inc.
6751 Tepper Drive
Clifton, VA 20124
USA
Tel: +1 703 830 6300
Fax: +1 703 830 2300
sales@iospress.com
For editorial issues, like the status of your submitted paper or proposals, write to editorial@iospress.nl
IOS Press
Nieuwe Hemweg 6B
1013 BG Amsterdam
The Netherlands
Tel: +31 20 688 3355
Fax: +31 20 687 0091
info@iospress.nl
For editorial issues, permissions, book requests, submissions and proceedings, contact the Amsterdam office info@iospress.nl
Inspirees International (China Office)
Ciyunsi Beili 207(CapitaLand), Bld 1, 7-901
100025, Beijing
China
Free service line: 400 661 8717
Fax: +86 10 8446 7947
china@iospress.cn
For editorial issues, like the status of your submitted paper or proposals, write to editorial@iospress.nl
如果您在出版方面需要帮助或有任何建, 件至: editorial@iospress.nl