| 滑动平均模型参数估计方法的仿真比较 |
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| 引用本文： | 宋安超.滑动平均模型参数估计方法的仿真比较[J].大众科技,2011(12):49-51. |
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| 作者姓名： | 宋安超 |
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| 作者单位： | [1]重庆大学数学与统计学院,重庆401331;[2]长江师范学院数学与计算机学院,重庆涪陵408100 |
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| 摘 要： | 滑动平均模型（MA模型）是最常用的平稳序列模型之一，文章在模型阶数已知的情况下，重点研究MA模型中未知参数的逆相关估计、新息估计和矩估计，进行仿真计算，并对计算结果进行比较分析。
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| 关 键 词： | 滑动平均模型 逆相关估计 新息估计 矩估计 仿真比较分析 |
Simulation and comparison of three methods of parametric estimation for moving average model |
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| Abstract: | Moving average model （MA model） is one of the most commonly used models about stationary time series. It is assumed that the model order is known in this paper, and this paper mainly studies Inverse-Relevance estimation, innovation estimation and moment estimation of unknown parameters for MA model, the simulating calculation for that three estimations is done, the comparison and analysis of the calculation results are also carried out in this paper. |
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| Keywords: | moving average model Inverse-Relevance estimation innovation estimation moment estimation the comparisonand analysis of simulation results |
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