Definition:Moving Average Model/Nomenclature

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Nomenclature for Moving Average Model

The name moving average model is a bit of a misnomer because:

$\text{(a)}: \quad$ the weights $1, -\theta_1, -\theta_2, \ldots$ need not all add up to $1$ (and in fact will generally not do so)
$\text{(b)}: \quad$ the weights need not in fact all be positive.

But the term is in common use, and so will be used on $\mathsf{Pr} \infty \mathsf{fWiki}$.


Sources

$1$: Introduction:
$1.2$ Stochastic and Deterministic Dynamic Mathematical Models
$1.2.1$ Stationary and Nonstationary Stochastic Models for Forecasting and Control: Moving average models