
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 crossspectra. (Author)
Descriptors : (*STATISTICAL ANALYSIS, SERIES(MATHEMATICS)), (*SAMPLING, THEORY), (*SERIES(MATHEMATICS), STATISTICAL ANALYSIS), MULTIPLE OPERATION, PROBABILITY, STATISTICAL ANALYSIS
Distribution Statement : APPROVED FOR PUBLIC RELEASE