Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market
Yue Xin, Jinwu Gao, Xiangfeng Yang, Jing Yang
Topics & Concepts
Autoregressive modelOutlierMathematicsAutoregressive–moving-average modelEconometricsRobustness (evolution)Moving averageStock marketAutoregressive integrated moving averageTime seriesStatisticsChemistryBiochemistryPaleontologyHorseGeneBiologyFuzzy Systems and OptimizationFinancial Risk and Volatility ModelingStock Market Forecasting Methods