The estimation for MA(q) model parameters——An inverse arithmetic on mixed-phase wavelets
HU Bi-jin · Journal of Chongqing Jiaotong University · 2006
In the paper,an inverse problem on mixed-phase wavelet A is discussed.An approximate reverse wavelet B~((0)) is obtained by using higher-order accumulate moments,data S is generated by S=B~((0))*S,and a middle wavelet C~((0))=(C,C~*) is obtained through using SRA arithmetic for the model S=C~((0))*r.Estimation on the true wavelet A is obtained by solution for the equation C=B~((0))*A.If the length of mixed-phase wavelet A is finite,a quite good result can be obtained by the arithmetic in the paper.