The Generalized Variance of a Stationary Autoregressive Process

reportActive / Technical Report | Accession Number: ADA033582 | Open PDF

Abstract:

For a stationary autoregressive process of order p and disturbance variance sigma squared the determinant of the covariance of T or consecutive random variables of the process is calculated.

Author(s):
Anderson, Theodore W. ; Mentz, Raul Pedro
Author Organization(s):
STANFORD UNIV CA DEPT OF STATISTICS
Descriptive Note:
Technical rept.
Pagination:
0013

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release
Distribution Statement:
Approved For Public Release; Distribution Is Unlimited.

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-27
Contract/Grant Number(s):
N00014-75-C-0442
Monitor Series:
ONR
 Subject Terms
Joint Capability Areas:
JCA_1.2_Force Preparation; JCA_1_Force Support; JCA_1.2.3_Educating; JCA_5_Command and Control; JCA_5.3_Planning
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
*ANALYSIS OF VARIANCE, *REGRESSION ANALYSIS, *STOCHASTIC PROCESSES, COVARIANCE, DETERMINANTS(MATHEMATICS), EQUATIONS, GAUSSIAN QUADRATURE, MATRICES(MATHEMATICS), POLYNOMIALS, RANDOM VARIABLES, SELF OPERATION, SOLUTIONS(GENERAL), STATIONARY, THEOREMS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
WUNR042034
Report Date:
1976 Oct 01