TIME SERIES ANALYSIS AND STATISTICAL METEOROLOGY.
Final technical rept. Oct 63-Jul 70,
JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF STATISTICS
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A brief account is given of significant research work carried out under the contract. Also included are a list of publications and technical reports wholly or partially supported by the contract, and a list of papers and talks presented at various scientific meetings. The principal research effort carried out under this contract was in the areas of statistical inference and data analysis for time series. Particular attention was paid to the non-stationary, non-linear time series models that are important in meteorology, geophysics, and other areas of scientific research. Contributions were made in spectral estimation, hypothesis testing, and prediction for stationary and non-stationary multivariate time series, and for random fields. A major new book Multiple Time Series was compiled by Professor E. J. Hannan under partial support of the contract. Additional contributions in sample survey, multiple comparisons, multivariate statistical analysis, control theory, sequential estimation theory, and general probability theory also were made under the contract. Author
- Statistics and Probability