SOME LEAST SQUARES ESTIMATES OF THE AUTOREGRESSIVE MODELS* |
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| Authors: | Lin Zhenghua Sheng Zhongping Wang Jiasong |
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| Affiliation: | Lin Zhenghua Sheng Zhongping Wang Jiasong Department of Mathematics,Jilin University,Changchun 130023,PRC.Department of Mathematics,Nortbeast Normal University,Changchun 130024,PRC.Department of Mathematics,Nanjing University,Nanjing 210093,PRC. |
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| Abstract: | In this paper, we present some iterative methods for solving lth order autoregressive models, prove global convergence for l=1 case, and the numerical results of new algorithms seem to be more efficient than the ones of Cochrane-Orcutt iterative method. |
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| Keywords: | Autoregressive model iterative method convergence. |
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