Accession Number:

AD0744856

Title:

Estimation of Parameters in Integrated Autoregressive-Moving Average Time Series Models. Part 1. Autoregressive Models.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

• Box,G. E. P.
• Jenkins,G. M.

Report Date:

1972-03-01

Pagination or Media Count:

21.0

Abstract:

A very useful class of stochastic models for the representation of time series such as occur in economics, business, and engineering are the integrated auto-regressive moving average processes. The paper provides a discussion of estimation of the auto-regressive parameters from the Bayesian viewpoint. Author

Descriptors:

• (*TIME SERIES ANALYSIS
• CORRELATION TECHNIQUES)
• DISTRIBUTION FUNCTIONS
• RANDOM VARIABLES
• POLYNOMIALS
• MATRICES(MATHEMATICS)

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE