DocumentCode :
925341
Title :
Fitting a smooth moving average to noisy data (Corresp.)
Author :
Tong, H.
Volume :
22
Issue :
4
fYear :
1976
fDate :
7/1/1976 12:00:00 AM
Firstpage :
493
Lastpage :
496
Abstract :
Recently, Tong has studied the problem of fitting an autoregressive (AR) model to a stochastic signal with noisy data. In this correspondence, we study the associated problem of fitting a smooth moving average to noisy data. The approach is again based on an information criterion due to Akaike.
Keywords :
Moving-average processes; Parameter estimation; Time series; Data analysis; Gaussian processes; Mathematics; Maximum likelihood estimation; Predictive models; Shape; Statistics; Stochastic processes; Testing; Time series analysis;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1976.1055572
Filename :
1055572
Link To Document :
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