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Sam Davanloo Tajbakhsh

1 accepted papers

2024

Fitting ARMA Time Series Models without Identification: A Proximal Approach

AISTATS 2024poster

Fitting autoregressive moving average (ARMA) time series models requires model identification before parameter estimation. Model identification involves determining the order of the autoregressive and moving average components which is generally performed by inspection of the autocorrelation and par…