Wavelet Covariance Matrix Structure and Bayesian-Wavelet Estimation of Autoregressive Process Parameters with Long-Term Memory

Wavelet Covariance Matrix Structure and Bayesian-Wavelet Estimation of Autoregressive Process Parameters with Long-Term Memory

Introduction The data obtained from observing a phenomenon over time is very common. One of the most popular models in time series and signal processing is the Autoregressive moving average model (ARMA). If the investigated time series has long memory, autoregressive fractional moving average model...

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Bibliographic Details
Main Authors: Mahmod Afshari, Saeed Tahmasbi, Shabnam Shadman
Format: Article
Language:fas
Published: Kharazmi University 2020-12-01
Series:پژوهش‌های ریاضی
Subjects:
wavelet transformation
wavelet coefficients
long term memory
bayesian inference.
Online Access:http://mmr.khu.ac.ir/article-1-2767-en.html

Internet

http://mmr.khu.ac.ir/article-1-2767-en.html

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