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Mehrnaz Mohammadpour

Mehrnaz Mohammadpour

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics, University of Mazandaran, Babolsar, Iran
Phone: 011-35302475

Research

Title
New Approach for Estimating Moving Average Parameters
Type
Presentation
Keywords
Finite Fourier transform, Moving average representation, Estimation
Year
2017
Researchers Sarooz Rezaee ، Mehrnaz Mohammadpour

Abstract

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.