مشخصات پژوهش

عنوان	Forward Moving Average Representation in Multivariate MA(1) Processes
نوع پژوهش	مقاله چاپ شده
کلیدواژه‌ها	Backward- and forward-moving average representations; Multivariate moving average processes; Spectral factorization.
چکیده	Forward-moving average coefficients are in general different from their corresponding backward-moving average coefficients in multivariate stationary time series. There is lack of practical methods to derive forward-moving average coefficients from the backward ones. In this article, we establish a new practical approach for obtaining the forward-moving average coefficients for multivariate moving average processes of order one
پژوهشگران	احمد رضا سلطانی (نفر دوم)، مهرناز محمدپور (نفر اول)