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بین المللی علوم (منتشر نمی شود)
مقاله 4، دوره 6، شماره 0 - شماره پیاپی 1375، مهر 1384 اصل مقاله (170.31 K)
نویسندگان
A. R. Nematollahi؛ M. Sadeghifar^*
عنوان مقاله [English]
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چکیده [English]
In this paper we consider the periodically correlated first-order autoregressive (PCAR(1)) process with period T and periodic white noise. One problem in studying this model is to estimate periodic coefficients from an observed segment. For ordinary stationary AR(1) model, a median unbiased estimate of the coefficient is well-known. This paper is concerned with the median-unbiased (MU) estimation of the periodic coefficients of the PCAR(1) process with period T. Our median unbiased estimator is an adaptation with the periodic case of the well-known work of Zielinski. The method of estimation is illustrated by simulated data
کلیدواژه‌ها [English]
AR(1) processes, median-unbiased estimation, periodically correlated processes

آمار تعداد مشاهده مقاله: 1,837 تعداد دریافت فایل اصل مقاله: 1,298

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