{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T10:42:14Z","timestamp":1740134534436,"version":"3.37.3"},"reference-count":8,"publisher":"Wiley","license":[{"start":{"date-parts":[[2019,5,13]],"date-time":"2019-05-13T00:00:00Z","timestamp":1557705600000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Journal of Applied Mathematics"],"published-print":{"date-parts":[[2019,5,13]]},"abstract":"<jats:p>In this paper we elaborate an algorithm to estimate p-order Random Coefficient Autoregressive Model (RCA(p)) parameters. This algorithm combines quasi-maximum likelihood method, the Kalman filter, and the simulated annealing method. In the aim to generalize the results found for RCA(1), we have integrated a subalgorithm which calculate the theoretical autocorrelation. Simulation results demonstrate that the algorithm is viable and promising.<\/jats:p>","DOI":"10.1155\/2019\/8479086","type":"journal-article","created":{"date-parts":[[2019,5,13]],"date-time":"2019-05-13T19:31:28Z","timestamp":1557775888000},"page":"1-5","source":"Crossref","is-referenced-by-count":3,"title":["Parameter Estimation for p-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter"],"prefix":"10.1155","volume":"2019","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-5614-1038","authenticated-orcid":true,"given":"Mohammed","family":"Benmoumen","sequence":"first","affiliation":[{"name":"LaMSD, Faculty of Sciences, Mohammed Premier University, Oujda, Morocco"}]},{"given":"Jelloul","family":"Allal","sequence":"additional","affiliation":[{"name":"LaMSD, Faculty of Sciences, Mohammed Premier University, Oujda, Morocco"}]},{"given":"Imane","family":"Salhi","sequence":"additional","affiliation":[{"name":"LaMSD, Faculty of Sciences, Mohammed Premier University, Oujda, Morocco"}]}],"member":"311","reference":[{"year":"1982","key":"11"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.1988.tb00457.x"},{"issue":"8","key":"2","first-page":"1750","volume":"42","year":"2013","journal-title":"Communications in Statistics\u2014Simulation and Computation"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.1016\/j.spl.2012.10.031"},{"year":"1994","key":"6"},{"year":"2012","key":"4"},{"key":"7","first-page":"34","volume":"82","year":"1960","journal-title":"Journal of Basic Engineering"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.1145\/29380.29864"}],"container-title":["Journal of Applied Mathematics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/downloads.hindawi.com\/journals\/jam\/2019\/8479086.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/journals\/jam\/2019\/8479086.xml","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/journals\/jam\/2019\/8479086.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,13]],"date-time":"2019-05-13T19:31:29Z","timestamp":1557775889000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.hindawi.com\/journals\/jam\/2019\/8479086\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,5,13]]},"references-count":8,"alternative-id":["8479086","8479086"],"URL":"https:\/\/doi.org\/10.1155\/2019\/8479086","relation":{},"ISSN":["1110-757X","1687-0042"],"issn-type":[{"type":"print","value":"1110-757X"},{"type":"electronic","value":"1687-0042"}],"subject":[],"published":{"date-parts":[[2019,5,13]]}}}