H.Alnassir, A., Q.Al-Khudhairy, M. (2005). Estimating Parameters of Non-Gaussian Mixed Model ARMA(1,1) by using a Non-Linear Newton Raphson Procedure –Simulation Study-. , 0(8), 1-11.
Abdul-Majeed H.Alnassir; Mohammed Q.Al-Khudhairy. "Estimating Parameters of Non-Gaussian Mixed Model ARMA(1,1) by using a Non-Linear Newton Raphson Procedure –Simulation Study-". , 0, 8, 2005, 1-11.
H.Alnassir, A., Q.Al-Khudhairy, M. (2005). 'Estimating Parameters of Non-Gaussian Mixed Model ARMA(1,1) by using a Non-Linear Newton Raphson Procedure –Simulation Study-', , 0(8), pp. 1-11.
H.Alnassir, A., Q.Al-Khudhairy, M. Estimating Parameters of Non-Gaussian Mixed Model ARMA(1,1) by using a Non-Linear Newton Raphson Procedure –Simulation Study-. , 2005; 0(8): 1-11.

Estimating Parameters of Non-Gaussian Mixed Model ARMA(1,1) by using a Non-Linear Newton Raphson Procedure –Simulation Study-

AL-MANSOUR JOURNAL
Article 1, Volume 0, Issue 8, 2017, Pages 1-11
Authors
Abdul-Majeed H.Alnassir; Mohammed Q.Al-Khudhairy
Abstract
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)
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