Optimal Estimation of Multivariate ARMA Models.

Martha White Junfeng Wen Michael Bowling Dale Schuurmans

Published in: AAAI (2015)

Keyphrases

monte carlo simulation
model selection
probabilistic model
parameter estimation
autoregressive
complex systems
parametric models
estimation accuracy
artificial neural networks
prior knowledge
statistical models
mathematical models
estimation error
autoregressive moving average