@article { author = {Nematollahi, A. R. and Sadeghifar, M.}, title = {-}, journal = {Iranian International Journal of Science(Not Publish)}, volume = {6}, number = {0}, pages = {-}, year = {2005}, publisher = {}, issn = {}, eissn = {}, doi = {}, abstract = {In this paper we consider the periodically correlated first-order autoregressive (PCAR(1)) process with period T and periodic white noise. One problem in studying this model is to estimate periodic coefficients from an observed segment. For ordinary stationary AR(1) model, a median unbiased estimate of the coefficient is well-known. This paper is concerned with the median-unbiased (MU) estimation of the periodic coefficients of the PCAR(1) process with period T. Our median unbiased estimator is an adaptation with the periodic case of the well-known work of Zielinski. The method of estimation is illustrated by simulated data}, keywords = {AR(1) processes,median-unbiased estimation,periodically correlated processes}, title_fa = {-}, abstract_fa = {}, keywords_fa = {}, url = {https://iijs.ut.ac.ir/article_30831.html}, eprint = {https://iijs.ut.ac.ir/article_30831_624469eb4a2f23b0439047de8537ebd6.pdf} }