Stationary Time Series Analysis Using Information and Spectral Analysis
TEXAS A AND M UNIV COLLEGE STATION
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The technical aims of this paper are to discuss some roles of information ideas and spectral analysis in time series analysis sections 1 and 2 extend spectral estimation by exponential models and extend to time series goodness of fit tests by components sections 3 and 4. Section 0 presents some philosophy. The practice of statistics and time series analysis can stand on the shoulders of giants if we develop a framework which unifies diverse methods. Information ideas are central to a unified framework since they clarify and extend methods by providing many levels of relationship between time series analysis, classical statistical methods for independent samples, and signal processing problems called inverse problems with positivity constraints. Entropy Renyi information Stationary time series Spectral exponential models Spectral components.
- Numerical Mathematics