Accession Number : AD0432148


Title :   ESTIMATION OF THE COVARIANCE AND AUTOREGRESSIVE STRUCTURE OF A STATIONARY TIME SERIES,


Corporate Author : STANFORD UNIV CALIF


Personal Author(s) : Schaerf,M Casini


Report Date : 13 Jan 1964


Pagination or Media Count : 74


Abstract : The following problem is presented: given a finite length of record from a discrete parameter normal covariance stationary time series with zero mean X(t), t = 0, = 1, ..., estimate the covariance function and other quantities related to it, like the autoregression coefficients. There are three parts: estimation of the covariance function, estimation of the autoregressive structure, and applications to the sunspot series. (Author)


Descriptors :   *SERIES(MATHEMATICS) , TIME , STATISTICAL DISTRIBUTIONS , FUNCTIONS(MATHEMATICS) , INEQUALITIES , STATISTICAL TESTS


Distribution Statement : APPROVED FOR PUBLIC RELEASE