IMSL C# Numerical Library

ARAutoUnivariate.ParamEstimation Enumeration

Parameter Estimation procedures.

public enum ARAutoUnivariate.ParamEstimation

Members

Member Name Description
MethodOfMoments Indicates autoregressive parameters are estimated by a method of moments procedure.
LeastSquares Indicates autoregressive parameters are estimated by a least-squares procedure.
MaximumLikelihood Indicates autoregressive parameters are estimated by a maximum likelihood procedure.

Requirements

Namespace: Imsl.Stat

Assembly: ImslCS (in ImslCS.dll)

See Also

Imsl.Stat Namespace