Accession Number:

ADA088246

Title:

Some Graphical Considerations in Time Series Analysis.

Descriptive Note:

Interim rept.,

Corporate Author:

MARYLAND UNIV COLLEGE PARK DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1980-06-01

Pagination or Media Count:

26.0

Abstract:

The pictorial information in a stationary time series as depicted by crossings of levels and crossings of random levels and related quantities is studied. It is shown that such graphical features are directly connected with the covariance function and hence with the spectral density. Many of these features can be actually applied in estimation and in the study of extremes. In the Gaussian case, the finite dimensional distributions are completely determined by the axis crossings and by the crossings of a random curve to be defined if the process is essentially bounded. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE