Najem Al-Bayati, H. (2007). Using Gradient Projection approach in estimating The parameters of AR(2) Model. , 0(21), 82-92.
Husam Najem Al-Bayati. "Using Gradient Projection approach in estimating The parameters of AR(2) Model". , 0, 21, 2007, 82-92.
Najem Al-Bayati, H. (2007). 'Using Gradient Projection approach in estimating The parameters of AR(2) Model', , 0(21), pp. 82-92.
Najem Al-Bayati, H. Using Gradient Projection approach in estimating The parameters of AR(2) Model. , 2007; 0(21): 82-92.

Using Gradient Projection approach in estimating The parameters of AR(2) Model

Al-Rafidain University College For Sciences
Article 1, Volume 0, Issue 21, 2017, Pages 82-92
Author
Husam Najem Al-Bayati
Abstract
Many of estimation Methods in Time Series study such as Box- Jenkins Models which represented with Exact and approximate maximum likelihood Estimators and ordinary least squares estimators are used.
In our research , non-linear programming methods such as Gradient Projection approach is considered. The estimators of AR(2) model by using the suggested method with application are found.
Keywords
Gradient Projection
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