Accession Number:

AD0432148

Title:

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

Descriptive Note:

Corporate Author:

STANFORD UNIV CALIF

Personal Author(s):

Report Date:

1964-01-13

Pagination or Media Count:

74.0

Abstract:

The following problem is presented given a finite length of record from a discrete parameter normal covariance stationary time series with zero mean Xt, 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

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE