Accession Number:

ADA265889

Title:

Final Report on Contract N00014-85-K-0648 (Indiana University)

Descriptive Note:

Rept. for 1 Oct 85-30 Sep 90.

Corporate Author:

INDIANA UNIV AT BLOOMINGTON

Personal Author(s):

Report Date:

1990-09-30

Pagination or Media Count:

12.0

Abstract:

The study of robust procedures with special emphasis on rank based methods for a variety of problems connected with time series analysis was initiated. In this connection, a number of problems were satisfactorily solved, and a number of them remain to be solved the goal has been to provide a unified optimal and robust based theory of time series analysis in a systematic and logically integrated form. A first step towards a systematic development of this subject was taken in two papers by the principal investigator along with Hallin and Ingenbleek where asymptotically locally optimal and maximum-optimal rank tests were derived for the problem of testing randomness against alternatives of ARMA dependence. Two classes of serial rank statistics were introduced for that purpose.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE