Parameter estimation for pure diagonal bilinear time series: An
algorithm for maximum likelihood procedure
by Bouzaachane Khadija, Harti Mostafa, Benghabrit Youssef
In this work, a new estimate algorithm for the parameters of a pure diagonal bilinear model is proposed.
This algorithm turns out to be very reliable in estimating the true parameters's values of a given model. It
combines maximum likelihood method, Kalman filter algorithm and simulated annealing.
Simulation results demonstrate that the algorithm is succeeds and promising.
ime Series, Pure Diagonal Bilinear Model, Maximum LikeLihood, Kalman Filter, Simulated Annealing
Bouzaachane Khadija, firstname.lastname@example.org
Harti Mostafa, email@example.com
Benghabrit Youssef, firstname.lastname@example.org
geel, Mohammed, MIAQEEL@kku.edu.sa
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