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Topic: Least squares estimation of arma
Replies: 1   Last Post: Feb 17, 2013 5:59 AM

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Bruno Luong

Posts: 9,822
Registered: 7/26/08
Re: Least squares estimation of arma
Posted: Feb 17, 2013 5:59 AM
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"Malaka" wrote in message <kfqbsi$iia$>...
> Hello,
> Anybody know how to estimate arma parameters using least squares with a constraint that the estimates should be positive?

Not sure what is arma parameters, but for generic non negative least-squares, there are several functions. To start with

% Bruno

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