Accession Number:

AD0266933

Title:

EXTENSION TO THEORY OF TIME SERIES ANALYSIS

Descriptive Note:

Quarterly rept. no. 13, 1 Aug-31 Oct 61,

Corporate Author:

BROWN UNIV PROVIDENCE R I

Personal Author(s):

Report Date:

1961-10-31

Pagination or Media Count:

19.0

Abstract:

Methods are developed for the analysis of vector-valued random processes or multiple time series and of processes with vector arguments, and for the analysis of small or moderate samples. Both spectral analysis and regression analysis are considered. Progress is reported on spectral analysis of vector-valued processes analysis of processes with vector arguments and the influence of finite sample size on the covariance matrices of the least square and Markov estimates in regression analysis. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE