• 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=925341