مجله مدل‌سازی پیشرفته ریاضی

مجله مدل‌سازی پیشرفته ریاضی

فرایندهای بازه ای مقدار همبسته متناوب

نوع مقاله : مقاله پژوهشی

نویسندگان
1 دانشکده ریاضی و علوم کامپیوتر خوانسار
2 گروه آمار، دانشکده علوم، دانشگاه شیراز، شیراز، ایران
چکیده
در این مقاله به معرفی فرایندهای بازه ای مقدار با همبستگی متناوب پرداخته شده است. برآورد میانگین و خودکوواریانس آنها معرفی و رفتار مجانبی آنها مورد بررسی قرار گرفته است. همجنین با استفاده از شبیه سازی، رفتار برآورد میانگین و خودکوواریانس این فرایندها مورد مطالعه قرار گرفته و نتایج حاصل تحلیل و ارزیابی شده است.
کلیدواژه‌ها
موضوعات

عنوان مقاله English

Periodically correlated Interval valued Processes

نویسندگان English

maryam hashemi Talkhooncheh 1
Zahra Sajjadnia 2
2 Department of Statistics, Shiraz University, Shiraz, Iran
چکیده English

This paper introduces periodically correlated interval valued processes, by focusing on the estimation of their mean and autocovariance. The asymptotic behavior of these estimators is analyzed, Through simulation, the performance of estimators for the mean and autocovariance is studied, and the obtained results are critically evaluated to assess their effectiveness.

کلیدواژه‌ها English

periodically correlated process
Interval valued random variable
autocovariance
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  • تاریخ دریافت 04 آذر 1403
  • تاریخ بازنگری 03 شهریور 1404
  • تاریخ پذیرش 24 آبان 1404