ON EMPIRICAL MULTIPLE TIME SERIES ANALYSIS.
STANFORD UNIV CALIF DEPT OF STATISTICS
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It is natural to think of the theory of time series analysis as composed of two parts, foundations a probabilistic part involving deep mathematics and based on the unrealistic assumption that one knows the probability law of the time series and empirical in which one considers statistical and computational procedures. This paper outlines the problem of empirical multiple time series analysis, indicates some theoretical questions which require further investigation, presents a unified but heuristic exposition of crossspectral analysis, and states some new results on the asymptotic sampling theory of partial cross-spectra. Author