Accession Number:

AD0699194

Title:

ASYMPTOTIC PROPERTIES OF THE AUTOREGRESSIVE SPECTRAL ESTIMATOR.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s):

Report Date:

1969-12-15

Pagination or Media Count:

196.0

Abstract:

The thesis is concerned with the theory of autoregressive spectral estimators for the spectrum of a normal, stationary, zero-mean time series with a sufficiently smooth, strictly positive and bounded spectral density. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE