Accession Number : AD0655829
Title : TIME SERIES ANALYSIS FOR MODELS OF SIGNAL PLUS WHITE NOISE.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS
Personal Author(s) : Parzen,Emanuel
Report Date : 12 SEP 1966
Pagination or Media Count : 36
Abstract : This paper is concerned with fitting to an observed discrete parameter time series X(.) a model of signal plus white noise. It is shown that there is a basic parameter, representing the signal proportion, to be estimated. Three methods are proposed for estimating the signal proportion, which are named as follows: (1) the cross-bispectral transfer function method, (2) the auto-bispectral transfer function method, (3) the auto-spectral empirical method. A few applications of the model are described.
Descriptors : (*MULTIVARIATE ANALYSIS, FUNCTIONS(MATHEMATICS)), (*SIGNALS, *WHITE NOISE), SPECTROSCOPY, STATISTICAL FUNCTIONS, INTEGRAL TRANSFORMS, HARMONIC ANALYSIS, ACCURACY, DENSITY, FACTOR ANALYSIS, OSCILLATION
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE