شماره ركورد كنفرانس :
4109
عنوان مقاله :
A new approach for estimating moving average parameters
پديدآورندگان :
Rezaee S Faculty of Mathematical Sciences, University of Mazandaran, Mazandaran, Iran , Mohammadpour M Faculty of Mathematical Sciences, University of Mazandaran, Mazandaran, Iran
كليدواژه :
Keywords Estimation , Finite Fourier transform , Moving average representation.
عنوان كنفرانس :
يازدهمين سمينار ملي احتمال و فرآيندهاي تصادفي
چكيده فارسي :
In this paper, we consider a second order stationary process and use the corresponding
finite Fourier transforms to construct a new stationary process. We apply the new stationary
process for estimation. The advantage of the new stationary process is that, more observations are
employed in the modeling. It is observed that the new approach can approximate the parameters
better.
