MA(q)-模型参数的极大似然估计

The Maximum Likelihood Estimation for MA(q)-Model Parameters

讨论在地震记录反演问题中被广泛采用的MA(q) 模型的参数极大似然估计 ,并采用最陡下降法来求其近似解 .

MA( q ) model is widely exploited to model the seismic records. The maximum likelihood estimation of such model is discussed, and an approximate solution is obtained by using the steepest descent method. The algorithm is demonstrated to be effective through the simulated tests.