مشخصات پژوهش

عنوان	New Approach for Estimating Moving Average Parameters
نوع پژوهش	مقاله ارائه شده
کلیدواژه‌ها	Finite Fourier transform, Moving average representation, Estimation
چکیده	In this paper, we consider a real second order discrete time stationary process and use the corresponding finite Fourier transforms to construct a new stationary process . We provide the moving average representation and use it for estimation of the moving average coefficients. The advantage of the new stationary model is that, more observations are employed in modeling finite order moving average. It is observed that the New method can approximate the parameters with less MSE than the Old method.
پژوهشگران	مهرناز محمدپور (نفر دوم)، ساروز رضایی (نفر اول)