1403/01/09
مهرناز محمدپور

مهرناز محمدپور

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

مشخصات پژوهش

عنوان
Stationary Processes via Fourier Transformations: Representation and Estimation
نوع پژوهش
JournalPaper
کلیدواژه‌ها
Fourier transform, Hilbertian process, Moving average epresentation , Estimation
سال
2018
مجله Iranian Journal of Science and Technology, Transaction A: Science
شناسه DOI
پژوهشگران Sarooz Rezaee ، Mehrnaz Mohammadpour ، Ahmad Reza Soltani

چکیده

In this article, we consider a real second-order discrete-time stationary process and use the corresponding finite Fourier transforms to construct an embedded Hilbertian stationary process. We provide the moving average representation for the embedded process on a certain Hilbert function space and use it for estimation of the moving average coefficients. The construction of the embedded process has two advantages. Firstly, more observations are employed in modeling and parameters estimation of finite-order moving average or autoregressive models. Secondly, it naturally and easily transforms time series data into functional data without using auxiliary functions.