Parameter values of ARMA(<i>p, q</i>) model fit to Lake Michigan-Huron depth data.

<p>The same parameters are returned with a single initialization, or when using Algorithms 1 or 2.</p>

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Bibliographic Details
Main Author:	Jesse Wheeler (18462457) (author)
Other Authors:	Edward L. Ionides (7538198) (author)
Published:	2025
Subjects:	Medicine Ecology Biological Sciences not elsewhere classified Mathematical Sciences not elsewhere classified Information Systems not elsewhere classified routinely applicable algorithm fisher information matrix data analysis example currently accepted standards optimal parameter estimates arma likelihood function based inference methodology parameter estimates standard likelihood revisiting inference proposed methodology work makes widely used theoretical support take advantage statistical practice simulation studies significant contribution remains unknown recognized shortcomings previously identified optimization problems local optimum improved fits frequently arise existing procedures existing algorithms avoidable limitations
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