Accession Number : AD0655827

Title :   ANALYSIS AND SYNTHESIS OF LINEAR MODELS FOR TIME SERIES.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Parzen,Emanuel

Report Date : 18 APR 1966

Pagination or Media Count : 53

Abstract : Contents: Introduction (Four propositions are given concerning time series analysis); Techniques of statistical inference; Linear models for time series; Linear statistical inference; Autoregressive schemes; Relations between time series; Spectral analysis and spectral synthesis of linear models.

Descriptors :   (*TIME SERIES ANALYSIS, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, RANDOM VARIABLES, STATISTICAL ANALYSIS, THEOREMS, OPTIMIZATION, LINEAR SYSTEMS, DISTRIBUTION FUNCTIONS, MATRICES(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE