1403/01/10
مهرناز محمدپور

مهرناز محمدپور

مرتبه علمی: دانشیار
ارکید:
تحصیلات: دکترای تخصصی
اسکاپوس:
دانشکده: دانشکده علوم ریاضی
نشانی:
تلفن: 011-35302475

مشخصات پژوهش

عنوان
New Approach for Estimating Moving Average Parameters
نوع پژوهش
Presentation
کلیدواژه‌ها
Finite Fourier transform, Moving average representation, Estimation
سال
2017
پژوهشگران Sarooz Rezaee ، Mehrnaz Mohammadpour

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.