Accession Number : AD0621304

Title :   ON EMPIRICAL MULTIPLE TIME SERIES ANALYSIS.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Parzen,Emanuel

Report Date : 19 JUL 1965

Pagination or Media Count : 70

Abstract : It is natural to think of the theory of time series analysis as composed of two parts, foundations (a probabilistic part involving deep mathematics and based on the unrealistic assumption that one knows the probability law of the time series) and empirical (in which one considers statistical and computational procedures). This paper outlines the problem of empirical multiple time series analysis, indicates some theoretical questions which require further investigation, presents a unified but heuristic exposition of crossspectral analysis, and states some new results on the asymptotic sampling theory of partial cross-spectra. (Author)

Descriptors :   (*STATISTICAL ANALYSIS, SERIES(MATHEMATICS)), (*SAMPLING, THEORY), (*SERIES(MATHEMATICS), STATISTICAL ANALYSIS), MULTIPLE OPERATION, PROBABILITY, STATISTICAL ANALYSIS

Distribution Statement : APPROVED FOR PUBLIC RELEASE