Scientiae Mathematicae Japonicae
Online ISSN : 1346-0447
ESTIMATION OF TRIGONOMETRIC MOMENTS FOR CIRCULAR DISTRIBUTION OF MA(p)TYPE BY USING BINARY SERIES
Yuichi Goto
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2021 年 84 巻 1 号 p. 39-49

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Directional statistics have received a great deal of interest in recent years, and a variety of distributions on the circle have been proposed. In this paper, we propose circular distributions of a moving average model of order p type which includes the cardioid distribution, and discuss estimation of trigonometric moments based on binary series. We give an explicit form of the root n consistent estimator based on clipped series, which enables us to construct an efficient estimator by the Newton– Raphson iterative method. We also show a robustness of the proposed estimator when the probability density function is contaminated with a noise term.

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© 2021 International Society for Mathematical Sciences
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