Accession Number:

AD0614040

Title:

ON FACTORING THE CORRELATIONS OF DISCRETE MULTI-VARIABLE STOCHASTIC PROCESSES

Descriptive Note:

Doctoral thesis

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE

Personal Author(s):

Report Date:

1965-02-28

Pagination or Media Count:

204.0

Abstract:

The theory of discrete scalar time series analysis is extended to multivariable processes. This extension is facilitated by expanding the algebra of polynomial matrices matrices with polynomial elements.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE