Accession Number:

AD0728992

Title:

Some Recent Advances in Time Series Analysis.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s):

Report Date:

1971-07-12

Pagination or Media Count:

28.0

Abstract:

Research in time series analysis is conducted from many different viewpoints by researchers concerned with a wide range of concrete problems. Because researchers are spread so thinly over the field one may not perceive any feeling of progress in the theory of structure, analysis, and synthesis of time series models. It is the opinion of the author that the last few years have seen many highly applicable developments. The section headings are 1 Time Series, Covariance, and Spectra 2 Reproducing Kernel Hilbert Spaces 3 Spectral Estimation 4 Autoregressive Spectral Estimation 5 Estimation of Parameters of Moving Average and Mixed Schemes 6 Equivalences Among Time Series, Approximation, and Control 7 Probability Density Estimation 8 Time Series Modeling and Identification. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE