Accession Number:

AD0670173

Title:

ON THE DISTRIBUTION OF SOME STATISTICS USEFUL IN THE ANALYSIS OF JOINTLY STATIONARY TIME SERIES.

Descriptive Note:

Technical rept.,

Corporate Author:

WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s):

• Wahba,Grace

Report Date:

1968-02-01

Pagination or Media Count:

26.0

Abstract:

Contents Circulant matrices The joint distribution of circulant forms in jointly circulant normal random vectors Asymptotic behavior of quadratic forms in stationary gaussian processes Applications to hypothesis testing for stationary time series.

Descriptors:

• (*TIME SERIES ANALYSIS
• STATISTICAL PROCESSES)
• SAMPLING
• MATRICES(MATHEMATICS)
• STATISTICAL FUNCTIONS
• MULTIVARIATE ANALYSIS
• STOCHASTIC PROCESSES
• RANDOM VARIABLES
• THEOREMS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE